-32.3%
ORCL vs OXY
+36.8%
-69.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | +10.9% | +0.6% | +10.3% | +10.9% |
| 30D | +7.0% | +4.5% | +2.5% | +7.0% |
| 3M | -21.2% | +8.9% | -30.1% | -21.2% |
| 6M | +7.4% | +12.5% | -5.1% | +4.8% |
| YTD | -16.3% | +50.5% | -66.8% | -23.8% |
| 1Y | -32.3% | +38.6% | -70.9% | -34.1% |
| All | -32.3% | +36.8% | -69.1% | -34.1% |
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