+147.9%
OXY vs BTI
+118.0%
+29.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +5.5% | -1.1% | +6.5% | +5.6% |
| 3M | +11.3% | -8.8% | +20.1% | +13.1% |
| 6M | +11.6% | -4.0% | +15.6% | +11.7% |
| YTD | +51.6% | +0.4% | +51.2% | +50.0% |
| 1Y | +36.2% | +1.9% | +34.3% | +34.2% |
| 3Y | +1.7% | +108.5% | -106.8% | -22.3% |
| All | +147.9% | +118.0% | +29.9% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling