+1,332.5%
OXY vs ECL
+13,009.7%
-11,677.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +1.6% | -2.6% | +4.2% | +2.8% |
| 30D | +11.6% | -2.2% | +13.7% | +12.6% |
| 3M | +2.8% | +10.1% | -7.3% | -2.6% |
| 6M | +13.0% | -5.7% | +18.8% | +14.2% |
| YTD | +47.4% | +7.0% | +40.4% | +39.8% |
| 1Y | +31.5% | +2.7% | +28.8% | +26.6% |
| 3Y | -1.9% | +57.7% | -59.7% | -25.1% |
| 5Y | +148.0% | +31.1% | +116.8% | +99.9% |
| 10Y | +2.3% | +150.9% | -148.6% | -36.7% |
| All | +1,332.5% | +13,009.7% | -11,677.2% | +245.8% |
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 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