+1,571.8%
OXY vs EME
+60,670.1%
-59,098.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +0.9% | +0.9% | 0.0% | +0.5% |
| 30D | +3.6% | -8.4% | +11.9% | +6.5% |
| 3M | +7.1% | -3.6% | +10.7% | +6.5% |
| 6M | +15.7% | +3.6% | +12.1% | +10.6% |
| YTD | +50.1% | +22.5% | +27.6% | +34.2% |
| 1Y | +34.1% | +18.2% | +15.9% | +19.3% |
| 3Y | -1.5% | +238.4% | -239.8% | -43.9% |
| 5Y | +162.0% | +550.5% | -388.5% | +14.3% |
| 10Y | +5.1% | +1,295.3% | -1,290.2% | -63.7% |
| All | +1,571.8% | +60,670.1% | -59,098.3% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling