+34.7%
OXY vs ED
+13.6%
+21.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +1.4% | -1.9% | +3.2% | +1.7% |
| 30D | +4.0% | +0.1% | +3.9% | +4.0% |
| 3M | +7.6% | 0.0% | +7.6% | +7.8% |
| 6M | +16.2% | -2.5% | +18.7% | +17.2% |
| YTD | +50.8% | +10.1% | +40.7% | +48.5% |
| 1Y | +34.7% | +13.6% | +21.1% | +32.3% |
| All | +34.7% | +13.6% | +21.1% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling