+1,332.5%
OXY vs BP
+1,327.5%
+5.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.4% |
| 7D | +1.6% | +3.9% | -2.3% | -1.5% |
| 30D | +11.6% | +7.6% | +4.0% | +5.4% |
| 3M | +2.8% | +0.7% | +2.1% | +2.2% |
| 6M | +13.0% | +15.5% | -2.4% | +1.2% |
| YTD | +47.4% | +30.8% | +16.6% | +19.4% |
| 1Y | +31.5% | +34.3% | -2.8% | +4.2% |
| 3Y | -1.9% | +35.1% | -37.0% | -23.2% |
| 5Y | +148.0% | +126.8% | +21.1% | +29.0% |
| 10Y | +2.3% | +123.4% | -121.1% | -35.7% |
| All | +1,332.5% | +1,327.5% | +5.0% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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