+158.0%
OXY vs AXON
+183.6%
-25.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.8% |
| 7D | +1.6% | -14.2% | +15.7% | +2.1% |
| 30D | +11.6% | -15.4% | +27.0% | +12.1% |
| 3M | +2.8% | +0.5% | +2.3% | +2.3% |
| 6M | +13.0% | -9.5% | +22.5% | +13.2% |
| YTD | +47.4% | -9.2% | +56.6% | +47.2% |
| 1Y | +31.5% | -29.4% | +60.9% | +33.8% |
| 3Y | -1.9% | +139.4% | -141.4% | -13.9% |
| All | +158.0% | +183.6% | -25.6% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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