+73.5%
MSFT vs OXY
+156.7%
-83.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.5% | +0.9% | -4.4% | -3.6% |
| 30D | -2.1% | +3.6% | -5.6% | -2.4% |
| 3M | +24.2% | +7.1% | +17.1% | +23.1% |
| 6M | +21.9% | +15.7% | +6.2% | +19.3% |
| YTD | +2.5% | +50.1% | -47.7% | -3.1% |
| 1Y | -0.8% | +34.1% | -34.9% | -4.9% |
| 3Y | +50.8% | -1.5% | +52.2% | +47.9% |
| 5Y | +73.5% | +162.0% | -88.5% | +53.4% |
| All | +73.5% | +156.7% | -83.2% | +53.4% |
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 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