+45.9%
OXY vs BTI
+24.7%
+21.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.4% | -8.5% | -5.2% |
| 7D | -8.8% | +5.3% | -14.1% | -9.0% |
| 30D | -1.7% | +19.1% | -20.8% | -2.7% |
| 3M | +4.5% | +6.5% | -2.0% | +4.1% |
| 6M | -4.0% | +9.4% | -13.4% | -5.1% |
| YTD | +41.4% | +14.4% | +27.0% | +37.0% |
| 1Y | +45.9% | +23.9% | +22.0% | +42.2% |
| All | +45.9% | +24.7% | +21.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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