+97.5%
OXY vs BAX
-64.2%
+161.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -4.3% | +4.1% | -8.4% | -5.0% |
| 3M | +2.3% | -4.5% | +6.8% | +2.7% |
| 6M | +5.5% | +49.2% | -43.7% | -2.1% |
| YTD | +44.9% | +35.2% | +9.6% | +35.6% |
| 1Y | +42.6% | +38.3% | +4.3% | +32.7% |
| 3Y | +0.7% | -19.0% | +19.8% | +3.3% |
| All | +97.5% | -64.2% | +161.7% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling