+794.0%
OXY vs BG
+1,181.2%
-387.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | +4.5% | +10.3% | -5.8% | -0.4% |
| 3M | +8.9% | -1.9% | +10.8% | +9.4% |
| 6M | +12.5% | +5.2% | +7.2% | +9.3% |
| YTD | +50.5% | +41.2% | +9.3% | +27.5% |
| 1Y | +38.6% | +50.5% | -11.9% | +12.9% |
| 3Y | -1.2% | +19.9% | -21.1% | -12.5% |
| 5Y | +161.6% | +86.7% | +74.9% | +86.4% |
| 10Y | +5.3% | +167.5% | -162.2% | -36.6% |
| All | +794.0% | +1,181.2% | -387.2% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling