+1.7%
OXY vs A
+31.5%
-29.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | 0.0% |
| 7D | +2.8% | -2.6% | +5.4% | +3.3% |
| 30D | +5.5% | -0.9% | +6.3% | +5.5% |
| 3M | +11.3% | +13.6% | -2.3% | +8.5% |
| 6M | +11.6% | +27.8% | -16.2% | +5.3% |
| YTD | +51.6% | +8.6% | +42.9% | +49.6% |
| 1Y | +36.2% | +16.9% | +19.3% | +30.8% |
| 3Y | +1.7% | +32.9% | -31.2% | -6.8% |
| All | +1.7% | +31.5% | -29.8% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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