+62.4%
MSFT vs OXY
+99.7%
-37.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.3% | +4.2% | -5.5% | -1.7% |
| 30D | -1.8% | -4.3% | +2.5% | -1.5% |
| 3M | +5.6% | +2.3% | +3.3% | +5.2% |
| 6M | +29.8% | +5.5% | +24.3% | +28.6% |
| YTD | +9.0% | +44.9% | -35.9% | +3.0% |
| 1Y | +4.9% | +42.6% | -37.7% | -0.7% |
| 3Y | +46.2% | +0.7% | +45.5% | +42.7% |
| All | +62.4% | +99.7% | -37.3% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling