+162.0%
OXY vs BAX
-67.5%
+229.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | +0.9% | -5.4% | +6.3% | +1.7% |
| 30D | +3.6% | -12.4% | +15.9% | +5.5% |
| 3M | +7.1% | +19.1% | -12.0% | +3.6% |
| 6M | +15.7% | +38.6% | -22.9% | +8.2% |
| YTD | +50.1% | +26.7% | +23.4% | +42.2% |
| 1Y | +34.1% | +1.0% | +33.1% | +32.8% |
| 3Y | -1.5% | -33.9% | +32.4% | +4.4% |
| 5Y | +162.0% | -67.0% | +229.0% | +216.3% |
| All | +162.0% | -67.5% | +229.4% | +216.3% |
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