+33,471.1%
ORCL vs OXY
+1,363.1%
+32,108.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +5.3% | +1.6% | +3.7% | +4.9% |
| 30D | +10.0% | +11.6% | -1.6% | +7.2% |
| 3M | -32.6% | +2.8% | -35.4% | -33.3% |
| 6M | +4.9% | +13.0% | -8.1% | +0.9% |
| YTD | -17.8% | +47.4% | -65.1% | -25.8% |
| 1Y | -28.0% | +31.5% | -59.5% | -33.5% |
| 3Y | +36.0% | -1.9% | +38.0% | +32.0% |
| 5Y | +88.7% | +148.0% | -59.2% | +41.3% |
| 10Y | +346.9% | +2.3% | +344.6% | +245.6% |
| All | +33,471.1% | +1,363.1% | +32,108.1% | +14,617.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling