+6.4%
OXY vs EAT
+374.9%
-368.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +2.8% | -7.7% | +10.5% | +4.9% |
| 30D | +5.5% | -13.6% | +19.0% | +9.2% |
| 3M | +11.3% | +33.9% | -22.6% | +2.2% |
| 6M | +11.6% | +47.2% | -35.6% | -2.0% |
| YTD | +51.6% | +48.1% | +3.5% | +32.1% |
| 1Y | +36.2% | +33.7% | +2.5% | +20.6% |
| 3Y | +1.7% | +595.8% | -594.1% | -49.2% |
| 5Y | +164.5% | +314.4% | -149.9% | +44.3% |
| All | +6.4% | +374.9% | -368.5% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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