+1,299.7%
OXY vs B
+664.2%
+635.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +2.6% |
| 7D | +3.6% | -6.2% | +9.8% | +4.7% |
| 30D | -5.3% | -6.6% | +1.3% | -4.5% |
| 3M | +0.2% | -7.9% | +8.1% | +0.9% |
| 6M | +4.7% | -16.8% | +21.5% | +6.5% |
| YTD | +44.0% | -11.7% | +55.7% | +43.3% |
| 1Y | +42.1% | +3.5% | +38.6% | +37.0% |
| 3Y | +1.2% | +165.7% | -164.5% | -19.9% |
| 5Y | +95.7% | +108.4% | -12.7% | +60.1% |
| 10Y | +18.1% | +212.7% | -194.6% | -14.9% |
| All | +1,299.7% | +664.2% | +635.6% | +876.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling