+6.4%
OXY vs EFV
+169.9%
-163.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.9% |
| 7D | +2.8% | -0.8% | +3.6% | +3.9% |
| 30D | +5.5% | +0.6% | +4.8% | +4.4% |
| 3M | +11.3% | +7.5% | +3.8% | +0.6% |
| 6M | +11.6% | +13.0% | -1.4% | -8.3% |
| YTD | +51.6% | +18.3% | +33.2% | +16.3% |
| 1Y | +36.2% | +26.7% | +9.5% | -5.3% |
| 3Y | +1.7% | +89.6% | -87.9% | -61.6% |
| 5Y | +164.5% | +98.2% | +66.3% | -8.5% |
| All | +6.4% | +169.9% | -163.5% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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