+44.6%
OXY vs BRO
-4.7%
+49.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -10.6% | +9.9% | -20.5% | -10.6% |
| 30D | -3.4% | +22.3% | -25.7% | -3.7% |
| 3M | +5.2% | +5.3% | -0.1% | +4.9% |
| 6M | -4.1% | +30.3% | -34.5% | -5.0% |
| YTD | +39.0% | -5.7% | +44.7% | +39.7% |
| 1Y | +44.6% | -3.5% | +48.1% | +45.0% |
| All | +44.6% | -4.7% | +49.3% | +45.0% |
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