+132.8%
OXY vs BROS
+41.2%
+91.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +8.5% | -13.5% | +21.9% | +9.5% |
| 3M | +6.0% | -18.4% | +24.4% | +6.8% |
| 6M | +13.0% | -10.6% | +23.6% | +12.4% |
| YTD | +48.9% | -25.1% | +73.9% | +50.3% |
| 1Y | +36.4% | -28.6% | +65.1% | +38.0% |
| 3Y | -2.3% | +65.6% | -67.9% | -11.9% |
| All | +132.8% | +41.2% | +91.6% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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