+169.9%
OXY vs EFV
+253.2%
-83.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +2.1% |
| 7D | +0.6% | -0.5% | +1.2% | +1.2% |
| 30D | +4.5% | 0.0% | +4.5% | +4.4% |
| 3M | +8.9% | +8.4% | +0.5% | -1.2% |
| 6M | +12.5% | +12.3% | +0.1% | -4.1% |
| YTD | +50.5% | +17.4% | +33.1% | +21.7% |
| 1Y | +38.6% | +27.1% | +11.5% | +2.1% |
| 3Y | -1.2% | +90.7% | -92.0% | -55.1% |
| 5Y | +161.6% | +95.6% | +66.0% | +15.0% |
| 10Y | +5.3% | +165.3% | -160.0% | -61.4% |
| All | +169.9% | +253.2% | -83.3% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling