+1,201.0%
OXY vs EL
+1,821.4%
-620.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +4.2% | +1.5% | +2.7% | +3.7% |
| 30D | -4.3% | +10.0% | -14.3% | -7.2% |
| 3M | +2.3% | +28.4% | -26.1% | -6.0% |
| 6M | +5.5% | +37.1% | -31.5% | -5.9% |
| YTD | +44.9% | +7.8% | +37.1% | +35.4% |
| 1Y | +42.6% | +26.0% | +16.6% | +26.6% |
| 3Y | +0.7% | +3.8% | -3.1% | -11.4% |
| 5Y | +96.9% | -65.2% | +162.0% | +138.9% |
| 10Y | +18.8% | +62.1% | -43.3% | -9.4% |
| All | +1,201.0% | +1,821.4% | -620.4% | +478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling