+133,470.8%
MSFT vs OXY
+1,363.1%
+132,107.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -2.7% | +1.6% | -4.3% | -3.0% |
| 30D | +2.7% | +11.6% | -8.9% | +0.3% |
| 3M | +17.0% | +2.8% | +14.2% | +15.9% |
| 6M | +23.8% | +13.0% | +10.8% | +19.5% |
| YTD | +4.0% | +47.4% | -43.4% | -5.5% |
| 1Y | -0.8% | +31.5% | -32.3% | -8.0% |
| 3Y | +55.6% | -1.9% | +57.5% | +51.0% |
| 5Y | +72.9% | +148.0% | -75.1% | +31.1% |
| 10Y | +875.8% | +2.3% | +873.5% | +666.7% |
| All | +133,470.8% | +1,363.1% | +132,107.7% | +54,738.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling