+17.3%
OXY vs ED
+147.1%
-129.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +4.2% | +2.1% | +2.1% | +3.8% |
| 30D | -4.3% | +10.4% | -14.7% | -6.4% |
| 3M | +2.3% | +12.5% | -10.3% | -0.3% |
| 6M | +5.5% | +14.9% | -9.4% | +2.3% |
| YTD | +44.9% | +24.8% | +20.0% | +38.0% |
| 1Y | +42.6% | +23.8% | +18.8% | +36.0% |
| 3Y | +0.7% | +51.6% | -50.9% | -9.6% |
| 5Y | +96.9% | +86.4% | +10.4% | +66.9% |
| All | +17.3% | +147.1% | -129.8% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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