+10.4%
OXY vs BAH
+1,076.0%
-1,065.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +4.2% | +1.7% | +2.5% | +3.7% |
| 30D | -4.3% | +20.8% | -25.1% | -9.2% |
| 3M | +2.3% | +11.6% | -9.3% | -1.1% |
| 6M | +5.5% | +23.1% | -17.6% | -1.2% |
| YTD | +44.9% | +5.3% | +39.6% | +40.0% |
| 1Y | +42.6% | +6.1% | +36.5% | +37.2% |
| 3Y | +0.7% | -27.5% | +28.2% | +3.5% |
| 5Y | +96.9% | +6.2% | +90.7% | +75.9% |
| 10Y | +18.8% | +202.2% | -183.5% | -19.6% |
| All | +10.4% | +1,076.0% | -1,065.6% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling