+77.6%
OXY vs B
+147.6%
-70.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -1.5% |
| 7D | -8.2% | +11.3% | -19.5% | -9.2% |
| 30D | -7.2% | +2.9% | -10.2% | -7.6% |
| 3M | +0.2% | -2.9% | +3.0% | +0.2% |
| 6M | +6.1% | -1.2% | +7.3% | +5.5% |
| YTD | +37.5% | -1.3% | +38.8% | +35.6% |
| 1Y | +37.7% | +30.4% | +7.3% | +27.9% |
| 3Y | -2.8% | +195.3% | -198.0% | -28.1% |
| 5Y | +77.6% | +146.2% | -68.6% | +46.1% |
| All | +77.6% | +147.6% | -70.0% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling