+6.4%
OXY vs ELV
+280.2%
-273.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +2.8% | +3.2% | -0.4% | +1.6% |
| 30D | +5.5% | +5.4% | +0.1% | +3.4% |
| 3M | +11.3% | +5.4% | +6.0% | +8.5% |
| 6M | +11.6% | +45.7% | -34.1% | -3.9% |
| YTD | +51.6% | +21.2% | +30.4% | +38.0% |
| 1Y | +36.2% | +35.6% | +0.6% | +17.9% |
| 3Y | +1.7% | -2.0% | +3.7% | -4.5% |
| 5Y | +164.5% | +26.0% | +138.5% | +111.0% |
| All | +6.4% | +280.2% | -273.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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