+1.2%
OXY vs BTI
+108.0%
-106.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.2% |
| 7D | +1.4% | -2.0% | +3.4% | +1.5% |
| 30D | +4.0% | -3.4% | +7.5% | +4.2% |
| 3M | +7.6% | -9.0% | +16.6% | +8.0% |
| 6M | +16.2% | -5.0% | +21.2% | +16.2% |
| YTD | +50.8% | -0.3% | +51.2% | +50.3% |
| 1Y | +34.7% | +3.1% | +31.6% | +34.2% |
| All | +1.2% | +108.0% | -106.7% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling