+31.5%
OXY vs EMB
+5.7%
+25.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +11.6% | -0.3% | +11.9% | +10.9% |
| 3M | +2.8% | -0.4% | +3.2% | +2.4% |
| 6M | +13.0% | +0.1% | +12.9% | +18.2% |
| YTD | +47.4% | +1.6% | +45.8% | +52.7% |
| 1Y | +31.5% | +5.6% | +25.9% | +29.9% |
| All | +31.5% | +5.7% | +25.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling