+16.6%
OXY vs BIL
+26.1%
-9.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +3.6% | +0.1% | +3.5% | +4.0% |
| 30D | -5.3% | +0.3% | -5.6% | -3.8% |
| 3M | +0.2% | +0.9% | -0.7% | +4.9% |
| 6M | +4.7% | +1.8% | +2.9% | +14.9% |
| YTD | +44.0% | +3.1% | +40.9% | +69.1% |
| 1Y | +42.1% | +3.7% | +38.4% | +72.0% |
| 3Y | +1.2% | +13.8% | -12.6% | +121.0% |
| 5Y | +95.7% | +20.2% | +75.4% | +559.4% |
| All | +16.6% | +26.1% | -9.5% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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