+10.8%
OXY vs BTSG
+389.4%
-378.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.5% |
| 7D | +2.8% | -3.3% | +6.1% | +2.8% |
| 30D | +5.5% | -1.6% | +7.0% | +5.5% |
| 3M | +11.3% | -6.9% | +18.2% | +11.0% |
| 6M | +11.6% | +42.1% | -30.5% | +9.1% |
| YTD | +51.6% | +56.8% | -5.3% | +46.9% |
| 1Y | +36.2% | +109.8% | -73.6% | +28.8% |
| All | +10.8% | +389.4% | -378.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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