+1,332.5%
OXY vs BAX
+900.4%
+432.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.2% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | +11.6% | -5.5% | +17.0% | +13.2% |
| 3M | +2.8% | +33.5% | -30.7% | -6.2% |
| 6M | +13.0% | +35.9% | -22.8% | +1.5% |
| YTD | +47.4% | +35.4% | +12.0% | +31.4% |
| 1Y | +31.5% | +9.8% | +21.7% | +23.8% |
| 3Y | -1.9% | -32.7% | +30.8% | +3.8% |
| 5Y | +148.0% | -65.6% | +213.5% | +214.4% |
| 10Y | +2.3% | -34.9% | +37.2% | +11.5% |
| All | +1,332.5% | +900.4% | +432.0% | +773.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling