+31.5%
ORCL vs OXY
-3.3%
+34.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +5.3% | +1.6% | +3.7% | +5.0% |
| 30D | +10.0% | +11.6% | -1.6% | +8.2% |
| 3M | -32.6% | +2.8% | -35.4% | -32.9% |
| 6M | +4.9% | +13.0% | -8.1% | +1.5% |
| YTD | -17.8% | +47.4% | -65.1% | -25.5% |
| 1Y | -28.0% | +31.5% | -59.5% | -32.9% |
| All | +31.5% | -3.3% | +34.8% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling