+986.9%
OXY vs A
+457.0%
+529.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +1.6% | -1.9% | +3.5% | +2.1% |
| 30D | +11.6% | +6.9% | +4.7% | +9.6% |
| 3M | +2.8% | +9.2% | -6.4% | +0.1% |
| 6M | +13.0% | +25.7% | -12.6% | +5.1% |
| YTD | +47.4% | +11.5% | +35.8% | +41.1% |
| 1Y | +31.5% | +18.4% | +13.1% | +23.6% |
| 3Y | -1.9% | +26.6% | -28.5% | -10.7% |
| 5Y | +148.0% | -12.8% | +160.8% | +144.5% |
| 10Y | +2.3% | +247.2% | -244.9% | -26.7% |
| All | +986.9% | +457.0% | +529.8% | +484.2% |
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