-50.4%
ORCL vs OXY
+39.4%
-89.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -1.3% |
| 7D | -6.5% | -5.8% | -0.7% | -7.2% |
| 30D | -16.6% | -5.3% | -11.2% | -16.9% |
| 3M | -21.6% | -2.5% | -19.1% | -21.5% |
| 6M | -39.4% | +8.3% | -47.6% | -38.6% |
| YTD | -38.7% | +40.3% | -79.0% | -38.5% |
| 1Y | -50.4% | +38.8% | -89.2% | -48.7% |
| All | -50.4% | +39.4% | -89.8% | -48.7% |
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