+6.4%
OXY vs EFX
+42.6%
-36.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +2.8% | -4.5% | +7.4% | +4.2% |
| 30D | +5.5% | -6.1% | +11.5% | +7.1% |
| 3M | +11.3% | +6.2% | +5.1% | +7.9% |
| 6M | +11.6% | -11.2% | +22.8% | +13.4% |
| YTD | +51.6% | -21.4% | +73.0% | +59.0% |
| 1Y | +36.2% | -34.3% | +70.5% | +52.1% |
| 3Y | +1.7% | -12.5% | +14.2% | -2.4% |
| 5Y | +164.5% | -35.6% | +200.0% | +179.7% |
| All | +6.4% | +42.6% | -36.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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