+47.1%
OXY vs BRO
-5.3%
+52.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.5% | -9.6% | -5.1% |
| 7D | -8.8% | +12.4% | -21.2% | -8.9% |
| 30D | -1.7% | +21.6% | -23.3% | -2.0% |
| 3M | +4.5% | +4.3% | +0.2% | +4.2% |
| 6M | -4.0% | +29.2% | -33.2% | -4.9% |
| YTD | +41.4% | -6.4% | +47.7% | +42.1% |
| All | +47.1% | -5.3% | +52.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling