+5.3%
OXY vs B
+200.3%
-195.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | +4.5% | +9.5% | -5.0% | +3.4% |
| 3M | +8.9% | +14.3% | -5.4% | +6.8% |
| 6M | +12.5% | -1.9% | +14.3% | +11.8% |
| YTD | +50.5% | +4.1% | +46.4% | +48.0% |
| 1Y | +38.6% | +56.1% | -17.5% | +27.8% |
| 3Y | -1.2% | +202.0% | -203.3% | -18.7% |
| 5Y | +161.6% | +158.8% | +2.8% | +119.0% |
| 10Y | +5.3% | +211.9% | -206.6% | -14.5% |
| All | +5.3% | +200.3% | -195.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling