+36.2%
OXY vs BAX
-0.4%
+36.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.4% |
| 7D | +2.8% | -7.9% | +10.7% | +2.5% |
| 30D | +5.5% | -11.7% | +17.1% | +4.9% |
| 3M | +11.3% | +16.2% | -4.9% | +11.5% |
| 6M | +11.6% | +32.0% | -20.4% | +12.1% |
| YTD | +51.6% | +24.7% | +26.8% | +52.6% |
| 1Y | +36.2% | -2.6% | +38.8% | +42.7% |
| All | +36.2% | -0.4% | +36.6% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling