+40.2%
OXY vs EMB
+126.5%
-86.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.8% |
| 7D | +3.6% | -0.7% | +4.3% | +4.3% |
| 30D | -5.3% | +0.5% | -5.8% | -5.9% |
| 3M | +0.2% | -2.5% | +2.7% | +2.5% |
| 6M | +4.7% | -2.0% | +6.8% | +6.2% |
| YTD | +44.0% | -0.9% | +44.9% | +43.2% |
| 1Y | +42.1% | -0.3% | +42.4% | +40.4% |
| 3Y | +1.2% | +29.2% | -28.0% | -24.4% |
| 5Y | +95.7% | +7.4% | +88.2% | +77.6% |
| 10Y | +18.1% | +35.8% | -17.7% | -0.9% |
| All | +40.2% | +126.5% | -86.3% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling