+111.9%
OXY vs BND
+76.2%
+35.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.0% |
| 7D | +0.6% | -0.1% | +0.8% | +0.6% |
| 30D | +4.5% | -0.2% | +4.8% | +4.4% |
| 3M | +8.9% | -0.7% | +9.6% | +8.7% |
| 6M | +12.5% | -1.7% | +14.1% | +11.9% |
| YTD | +50.5% | -0.5% | +51.0% | +50.4% |
| 1Y | +38.6% | +0.4% | +38.2% | +39.1% |
| 3Y | -1.2% | +13.1% | -14.4% | +4.1% |
| 5Y | +161.6% | -2.1% | +163.7% | +156.1% |
| 10Y | +5.3% | +15.7% | -10.4% | +14.2% |
| All | +111.9% | +76.2% | +35.7% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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