+246.0%
ORCL vs OXY
+11.9%
+234.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -1.8% |
| 7D | -6.5% | -5.8% | -0.7% | -5.8% |
| 30D | -16.6% | -5.3% | -11.2% | -16.0% |
| 3M | -21.6% | -2.5% | -19.1% | -21.5% |
| 6M | -39.4% | +8.3% | -47.6% | -40.3% |
| YTD | -38.7% | +40.3% | -79.0% | -42.1% |
| 1Y | -50.4% | +38.8% | -89.2% | -53.1% |
| 3Y | +8.1% | -1.4% | +9.5% | +5.9% |
| 5Y | +34.5% | +92.2% | -57.7% | +18.6% |
| 10Y | +246.0% | +13.7% | +232.3% | +209.0% |
| All | +246.0% | +11.9% | +234.1% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling