+1,362.5%
OXY vs EFX
+6,078.9%
-4,716.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.7% |
| 7D | +0.6% | -9.4% | +10.0% | +3.5% |
| 30D | +4.5% | -6.9% | +11.4% | +6.4% |
| 3M | +8.9% | +0.1% | +8.8% | +7.6% |
| 6M | +12.5% | -17.3% | +29.8% | +16.6% |
| YTD | +50.5% | -21.8% | +72.3% | +57.4% |
| 1Y | +38.6% | -32.5% | +71.1% | +51.4% |
| 3Y | -1.2% | -12.3% | +11.1% | -3.6% |
| 5Y | +161.6% | -36.6% | +198.3% | +175.2% |
| 10Y | +5.3% | +41.0% | -35.7% | -15.0% |
| All | +1,362.5% | +6,078.9% | -4,716.4% | +500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling