+49.6%
MSFT vs OXY
-2.9%
+52.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -1.0% | +8.5% | -9.5% | -1.5% |
| 3M | +20.2% | +6.0% | +14.2% | +19.8% |
| 6M | +21.3% | +13.0% | +8.3% | +19.8% |
| YTD | +2.8% | +48.9% | -46.1% | -1.4% |
| 1Y | 0.0% | +36.4% | -36.5% | -3.2% |
| All | +49.6% | -2.9% | +52.5% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling