+6.4%
OXY vs EL
+26.1%
-19.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +2.8% | -6.5% | +9.3% | +4.8% |
| 30D | +5.5% | +11.1% | -5.7% | +1.5% |
| 3M | +11.3% | +10.7% | +0.6% | +6.8% |
| 6M | +11.6% | +6.9% | +4.7% | +6.2% |
| YTD | +51.6% | -6.3% | +57.9% | +48.8% |
| 1Y | +36.2% | +13.5% | +22.7% | +23.7% |
| 3Y | +1.7% | -33.1% | +34.8% | +4.3% |
| 5Y | +164.5% | -68.8% | +233.2% | +281.4% |
| All | +6.4% | +26.1% | -19.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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