+91.6%
OXY vs BIL
+19.8%
+71.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | +0.1% | -0.2% | 0.0% |
| 30D | -6.4% | 0.0% | -6.4% | -5.2% |
| 3M | -2.6% | +0.6% | -3.2% | +3.3% |
| 6M | +4.8% | +1.5% | +3.3% | +19.2% |
| YTD | +41.2% | +2.8% | +38.4% | +78.2% |
| 1Y | +39.5% | +3.3% | +36.2% | +84.5% |
| 3Y | -0.8% | +13.4% | -14.3% | +262.1% |
| 5Y | +91.6% | +19.8% | +71.7% | +1,865.7% |
| All | +91.6% | +19.8% | +71.7% | +1,865.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling