+162.0%
OXY vs EIX
+22.7%
+139.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | +3.6% | -18.8% | +22.4% | +7.0% |
| 3M | +7.1% | -19.7% | +26.8% | +10.8% |
| 6M | +15.7% | -18.2% | +33.9% | +18.5% |
| YTD | +50.1% | -1.7% | +51.9% | +45.3% |
| 1Y | +34.1% | +7.8% | +26.3% | +26.2% |
| 3Y | -1.5% | -5.6% | +4.2% | -6.5% |
| 5Y | +162.0% | +23.7% | +138.3% | +125.3% |
| All | +162.0% | +22.7% | +139.3% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling