+17.3%
OXY vs ECL
+197.5%
-180.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | +4.2% | +2.9% | +1.3% | +2.6% |
| 30D | -4.3% | +7.5% | -11.8% | -8.3% |
| 3M | +2.3% | +12.2% | -10.0% | -4.5% |
| 6M | +5.5% | +24.6% | -19.0% | -8.0% |
| YTD | +44.9% | +18.8% | +26.1% | +28.0% |
| 1Y | +42.6% | +19.3% | +23.3% | +25.4% |
| 3Y | +0.7% | +78.2% | -77.5% | -33.6% |
| 5Y | +96.9% | +38.8% | +58.1% | +51.2% |
| All | +17.3% | +197.5% | -180.2% | -37.0% |
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