+12.5%
OXY vs ELV
+39.7%
-27.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.1% |
| 7D | +0.6% | -2.2% | +2.8% | +0.7% |
| 30D | +4.5% | -0.2% | +4.7% | +4.5% |
| 3M | +8.9% | -6.1% | +15.0% | +9.4% |
| 6M | +12.5% | +42.8% | -30.4% | +26.1% |
| All | +12.5% | +39.7% | -27.3% | +26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling