+6.4%
OXY vs EME
+1,362.1%
-1,355.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -1.4% |
| 7D | +2.8% | +3.5% | -0.7% | +1.2% |
| 30D | +5.5% | -6.3% | +11.8% | +8.2% |
| 3M | +11.3% | -3.8% | +15.1% | +10.7% |
| 6M | +11.6% | +8.5% | +3.1% | +2.3% |
| YTD | +51.6% | +27.8% | +23.8% | +26.2% |
| 1Y | +36.2% | +22.2% | +14.0% | +12.5% |
| 3Y | +1.7% | +253.5% | -251.8% | -61.7% |
| 5Y | +164.5% | +578.6% | -414.2% | -41.4% |
| All | +6.4% | +1,362.1% | -1,355.7% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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