-3.7%
OXY vs BURL
+1,051.1%
-1,054.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.5% |
| 7D | +1.6% | -2.8% | +4.4% | +2.2% |
| 30D | +11.6% | -28.2% | +39.7% | +19.9% |
| 3M | +2.8% | -17.6% | +20.4% | +6.7% |
| 6M | +13.0% | -11.8% | +24.8% | +14.1% |
| YTD | +47.4% | -8.1% | +55.5% | +47.1% |
| 1Y | +31.5% | -12.0% | +43.4% | +31.6% |
| 3Y | -1.9% | +63.3% | -65.2% | -19.3% |
| 5Y | +148.0% | -10.8% | +158.8% | +130.6% |
| 10Y | +2.3% | +215.9% | -213.6% | -25.0% |
| All | -3.7% | +1,051.1% | -1,054.8% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling