+1.0%
OXY vs ECL
+54.1%
-53.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.1% |
| 7D | +0.6% | -2.7% | +3.4% | +0.6% |
| 30D | +4.5% | -4.3% | +8.8% | +4.5% |
| 3M | +8.9% | +3.2% | +5.7% | +8.6% |
| 6M | +12.5% | -2.9% | +15.4% | +13.3% |
| YTD | +50.5% | +4.3% | +46.2% | +49.4% |
| 1Y | +38.6% | +1.6% | +37.0% | +38.1% |
| All | +1.0% | +54.1% | -53.1% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling