+17.3%
OXY vs BURL
+232.1%
-214.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.5% |
| 7D | +4.2% | -1.6% | +5.8% | +4.5% |
| 30D | -4.3% | -7.7% | +3.4% | -2.8% |
| 3M | +2.3% | -31.7% | +33.9% | +11.3% |
| 6M | +5.5% | -15.2% | +20.7% | +7.6% |
| YTD | +44.9% | -15.9% | +60.8% | +46.5% |
| 1Y | +42.6% | -14.2% | +56.8% | +42.6% |
| 3Y | +0.7% | +93.5% | -92.8% | -24.7% |
| 5Y | +96.9% | -9.9% | +106.8% | +78.9% |
| All | +17.3% | +232.1% | -214.8% | -13.5% |
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