+6.4%
OXY vs BG
+166.7%
-160.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.5% |
| 7D | +2.8% | +3.1% | -0.3% | +0.9% |
| 30D | +5.5% | +10.2% | -4.8% | -0.9% |
| 3M | +11.3% | -1.7% | +13.0% | +11.7% |
| 6M | +11.6% | +1.0% | +10.6% | +10.0% |
| YTD | +51.6% | +39.9% | +11.6% | +22.3% |
| 1Y | +36.2% | +53.2% | -17.0% | +2.7% |
| 3Y | +1.7% | +16.3% | -14.6% | -11.8% |
| 5Y | +164.5% | +83.9% | +80.6% | +62.1% |
| All | +6.4% | +166.7% | -160.3% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling