-1.8%
OXY vs BIL
+13.4%
-15.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -0.2% | +0.1% | -0.2% | -0.8% |
| 30D | -6.4% | 0.0% | -6.4% | -5.1% |
| 3M | -2.6% | +0.6% | -3.2% | -2.2% |
| 6M | +4.8% | +1.5% | +3.3% | +3.4% |
| YTD | +41.2% | +2.8% | +38.4% | +35.6% |
| 1Y | +39.5% | +3.3% | +36.2% | +32.2% |
| All | -1.8% | +13.4% | -15.3% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling