+35.5%
ORCL vs OXY
+75.2%
-39.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.3% |
| 7D | +0.5% | -8.2% | +8.6% | +1.5% |
| 30D | -15.3% | -7.2% | -8.0% | -14.5% |
| 3M | -18.2% | +0.2% | -18.4% | -18.5% |
| 6M | -38.4% | +6.1% | -44.5% | -39.3% |
| YTD | -37.7% | +37.5% | -75.2% | -41.6% |
| 1Y | -49.3% | +37.7% | -86.9% | -52.5% |
| 3Y | +10.6% | -2.8% | +13.4% | +6.8% |
| 5Y | +35.5% | +77.6% | -42.1% | +20.0% |
| All | +35.5% | +75.2% | -39.7% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling