+161.6%
OXY vs BIL
+19.4%
+142.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.1% | +0.6% | +1.2% |
| 30D | +4.5% | +0.3% | +4.2% | +7.0% |
| 3M | +8.9% | +0.9% | +8.0% | +17.1% |
| 6M | +12.5% | +1.8% | +10.7% | +30.4% |
| YTD | +50.5% | +2.5% | +48.0% | +84.4% |
| 1Y | +38.6% | +3.7% | +34.9% | +90.2% |
| 3Y | -1.2% | +14.1% | -15.3% | +305.0% |
| 5Y | +161.6% | +19.4% | +142.2% | +2,297.3% |
| All | +161.6% | +19.4% | +142.2% | +2,297.3% |
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