+1,362.5%
OXY vs BHP
+8,071.5%
-6,708.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | +4.5% | +4.0% | +0.5% | +2.3% |
| 3M | +8.9% | +11.3% | -2.4% | +1.9% |
| 6M | +12.5% | +29.3% | -16.9% | -4.6% |
| YTD | +50.5% | +59.2% | -8.7% | +14.3% |
| 1Y | +38.6% | +80.8% | -42.2% | -1.7% |
| 3Y | -1.2% | +88.0% | -89.2% | -33.0% |
| 5Y | +161.6% | +126.6% | +35.0% | +57.9% |
| 10Y | +5.3% | +515.7% | -510.4% | -56.4% |
| All | +1,362.5% | +8,071.5% | -6,708.9% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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