+6.4%
OXY vs EIX
+19.9%
-13.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +2.8% | -1.4% | +4.2% | +3.3% |
| 30D | +5.5% | -19.3% | +24.8% | +12.2% |
| 3M | +11.3% | -21.7% | +33.0% | +19.5% |
| 6M | +11.6% | -19.8% | +31.4% | +17.7% |
| YTD | +51.6% | -3.0% | +54.6% | +46.2% |
| 1Y | +36.2% | +5.1% | +31.1% | +26.4% |
| 3Y | +1.7% | -7.0% | +8.7% | -4.1% |
| 5Y | +164.5% | +22.0% | +142.4% | +109.9% |
| All | +6.4% | +19.9% | -13.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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