+1,347.0%
OXY vs BTI
+6,031.1%
-4,684.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | +8.5% | -7.0% | +15.5% | +10.5% |
| 3M | +6.0% | -6.3% | +12.3% | +7.5% |
| 6M | +13.0% | -2.0% | +14.9% | +12.7% |
| YTD | +48.9% | +0.2% | +48.7% | +47.5% |
| 1Y | +36.4% | +3.8% | +32.6% | +33.6% |
| 3Y | -2.3% | +112.1% | -114.4% | -23.0% |
| 5Y | +160.6% | +113.6% | +47.0% | +104.0% |
| 10Y | +2.0% | +69.6% | -67.6% | -15.9% |
| All | +1,347.0% | +6,031.1% | -4,684.1% | +711.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling