+147.9%
OXY vs BNY
+256.6%
-108.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +2.8% | -1.3% | +4.2% | +3.4% |
| 30D | +5.5% | -0.2% | +5.6% | +5.4% |
| 3M | +11.3% | +14.9% | -3.6% | +4.5% |
| 6M | +11.6% | +40.0% | -28.4% | -4.5% |
| YTD | +51.6% | +42.0% | +9.6% | +28.1% |
| 1Y | +36.2% | +56.9% | -20.6% | +9.5% |
| 3Y | +1.7% | +289.9% | -288.2% | -48.0% |
| All | +147.9% | +256.6% | -108.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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