-2.3%
OXY vs B
+197.9%
-200.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | +8.5% | +1.4% | +7.1% | +8.3% |
| 3M | +6.0% | +12.2% | -6.2% | +5.2% |
| 6M | +13.0% | -2.1% | +15.1% | +13.5% |
| YTD | +48.9% | +2.9% | +45.9% | +48.0% |
| 1Y | +36.4% | +55.3% | -18.9% | +26.0% |
| 3Y | -2.3% | +198.7% | -201.0% | -23.6% |
| All | -2.3% | +197.9% | -200.2% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling