+161.6%
OXY vs BAH
-3.7%
+165.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +0.6% | -1.3% | +2.0% | +0.9% |
| 30D | +4.5% | -6.6% | +11.1% | +5.9% |
| 3M | +8.9% | -7.2% | +16.1% | +10.2% |
| 6M | +12.5% | -10.0% | +22.4% | +14.3% |
| YTD | +50.5% | -12.5% | +62.9% | +52.7% |
| 1Y | +38.6% | -27.9% | +66.5% | +46.7% |
| 3Y | -1.2% | -31.4% | +30.2% | -3.2% |
| 5Y | +161.6% | -3.2% | +164.9% | +107.8% |
| All | +161.6% | -3.7% | +165.3% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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