+1,332.5%
OXY vs B
+803.7%
+528.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | +11.6% | +9.4% | +2.1% | +9.5% |
| 3M | +2.8% | +5.0% | -2.2% | +1.2% |
| 6M | +13.0% | -3.5% | +16.6% | +11.8% |
| YTD | +47.4% | +4.5% | +42.9% | +43.2% |
| 1Y | +31.5% | +67.8% | -36.3% | +16.1% |
| 3Y | -1.9% | +196.7% | -198.6% | -23.4% |
| 5Y | +148.0% | +151.9% | -4.0% | +96.8% |
| 10Y | +2.3% | +202.2% | -199.9% | -25.5% |
| All | +1,332.5% | +803.7% | +528.7% | +876.0% |
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