+5.9%
OXY vs ECL
+155.8%
-149.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.4% |
| 7D | +1.4% | -2.6% | +4.0% | +2.8% |
| 30D | +4.0% | -4.6% | +8.6% | +6.5% |
| 3M | +7.6% | +6.0% | +1.6% | +3.2% |
| 6M | +16.2% | -3.0% | +19.2% | +15.7% |
| YTD | +50.8% | +4.0% | +46.8% | +43.7% |
| 1Y | +34.7% | +2.0% | +32.7% | +29.0% |
| 3Y | -1.0% | +53.9% | -54.9% | -29.4% |
| 5Y | +163.2% | +27.1% | +136.0% | +108.3% |
| All | +5.9% | +155.8% | -149.9% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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