+1,332.5%
OXY vs EAT
+11,644.8%
-10,312.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +11.6% | +1.9% | +9.7% | +10.8% |
| 3M | +2.8% | +68.7% | -65.9% | -8.3% |
| 6M | +13.0% | +66.9% | -53.9% | -0.3% |
| YTD | +47.4% | +60.4% | -13.0% | +30.5% |
| 1Y | +31.5% | +44.0% | -12.5% | +17.9% |
| 3Y | -1.9% | +604.7% | -606.6% | -40.4% |
| 5Y | +148.0% | +347.0% | -199.1% | +57.9% |
| 10Y | +2.3% | +390.8% | -388.5% | -41.7% |
| All | +1,332.5% | +11,644.8% | -10,312.3% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling