-49.5%
ORCL vs OXY
+45.4%
-94.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.2% | -2.6% |
| 7D | -14.4% | -8.8% | -5.6% | -15.4% |
| 30D | -12.8% | -1.7% | -11.2% | -12.7% |
| 3M | -14.8% | +4.5% | -19.3% | -14.1% |
| 6M | -30.9% | -4.0% | -26.9% | -30.7% |
| YTD | -35.7% | +41.4% | -77.0% | -34.9% |
| 1Y | -49.5% | +45.9% | -95.4% | -47.8% |
| All | -49.5% | +45.4% | -94.9% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling