+161.6%
OXY vs ECL
+25.4%
+136.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | +0.6% | -2.7% | +3.4% | +1.0% |
| 30D | +4.5% | -4.3% | +8.8% | +5.0% |
| 3M | +8.9% | +3.2% | +5.7% | +8.2% |
| 6M | +12.5% | -2.9% | +15.4% | +12.7% |
| YTD | +50.5% | +4.3% | +46.2% | +48.5% |
| 1Y | +38.6% | +1.6% | +37.0% | +37.3% |
| 3Y | -1.2% | +54.3% | -55.5% | -10.8% |
| 5Y | +161.6% | +26.5% | +135.2% | +155.5% |
| All | +161.6% | +25.4% | +136.2% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling