+1.7%
OXY vs ELV
-2.5%
+4.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.6% |
| 7D | +2.8% | +2.8% | +0.1% | +2.8% |
| 30D | +5.5% | +4.9% | +0.5% | +5.4% |
| 3M | +11.3% | +4.9% | +6.4% | +11.3% |
| 6M | +11.6% | +45.1% | -33.5% | +11.5% |
| YTD | +51.6% | +20.7% | +30.9% | +51.6% |
| 1Y | +36.2% | +35.0% | +1.2% | +36.0% |
| 3Y | +1.7% | -2.4% | +4.1% | +3.2% |
| All | +1.7% | -2.5% | +4.3% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling