+161.6%
OXY vs EL
-68.4%
+230.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.4% |
| 7D | +0.6% | -2.4% | +3.0% | +0.9% |
| 30D | +4.5% | +13.7% | -9.1% | +2.6% |
| 3M | +8.9% | +14.5% | -5.6% | +6.5% |
| 6M | +12.5% | +7.4% | +5.1% | +10.4% |
| YTD | +50.5% | -4.7% | +55.2% | +50.1% |
| 1Y | +38.6% | +12.9% | +25.7% | +33.4% |
| 3Y | -1.2% | -32.2% | +31.0% | -1.0% |
| 5Y | +161.6% | -68.4% | +230.0% | +229.9% |
| All | +161.6% | -68.4% | +230.0% | +229.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling