+968.4%
OXY vs A
+543.3%
+425.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | -4.3% | 0.0% | -4.3% | -4.5% |
| 3M | +2.3% | +16.7% | -14.4% | -2.2% |
| 6M | +5.5% | +54.8% | -49.3% | -6.9% |
| YTD | +44.9% | +28.8% | +16.1% | +33.1% |
| 1Y | +42.6% | +19.3% | +23.3% | +33.6% |
| 3Y | +0.7% | +65.5% | -64.8% | -14.6% |
| 5Y | +96.9% | +12.1% | +84.8% | +81.4% |
| 10Y | +18.8% | +305.4% | -286.6% | -18.4% |
| All | +968.4% | +543.3% | +425.1% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling