+10.1%
OXY vs BURL
+252.7%
-242.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -11.9% | +4.1% | -16.0% | -12.9% |
| 30D | -3.1% | -9.5% | +6.3% | -1.1% |
| 3M | +1.1% | -33.5% | +34.6% | +10.8% |
| 6M | +3.2% | -22.1% | +25.3% | +7.7% |
| YTD | +39.0% | -14.6% | +53.6% | +40.1% |
| 1Y | +42.7% | -8.4% | +51.0% | +40.2% |
| 3Y | -3.5% | +86.6% | -90.1% | -26.9% |
| 5Y | +81.3% | -17.2% | +98.5% | +71.1% |
| All | +10.1% | +252.7% | -242.6% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling