+95.7%
OXY vs BURL
-7.3%
+103.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.8% | +2.2% |
| 7D | +3.6% | +0.4% | +3.2% | +3.6% |
| 30D | -5.3% | -4.3% | -0.9% | -5.0% |
| 3M | +0.2% | -28.8% | +29.0% | +3.4% |
| 6M | +4.7% | -12.8% | +17.5% | +5.3% |
| YTD | +44.0% | -12.8% | +56.8% | +43.9% |
| 1Y | +42.1% | -12.3% | +54.3% | +41.5% |
| 3Y | +1.2% | +92.7% | -91.5% | -10.7% |
| 5Y | +95.7% | -6.5% | +102.2% | +100.4% |
| All | +95.7% | -7.3% | +103.0% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling