+1,308.1%
OXY vs ECL
+14,456.0%
-13,147.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | +4.2% | +2.9% | +1.3% | +2.8% |
| 30D | -4.3% | +7.5% | -11.8% | -7.8% |
| 3M | +2.3% | +12.2% | -10.0% | -3.7% |
| 6M | +5.5% | +24.6% | -19.0% | -6.3% |
| YTD | +44.9% | +18.8% | +26.1% | +30.3% |
| 1Y | +42.6% | +19.3% | +23.3% | +27.8% |
| 3Y | +0.7% | +78.2% | -77.5% | -27.4% |
| 5Y | +96.9% | +38.8% | +58.1% | +54.6% |
| 10Y | +18.8% | +197.8% | -179.0% | -32.4% |
| All | +1,308.1% | +14,456.0% | -13,147.9% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling