+6.4%
OXY vs EMR
+284.0%
-277.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -1.5% |
| 7D | +2.8% | -0.4% | +3.2% | +3.1% |
| 30D | +5.5% | -6.8% | +12.2% | +10.7% |
| 3M | +11.3% | +7.5% | +3.8% | +2.9% |
| 6M | +11.6% | +9.9% | +1.7% | -3.0% |
| YTD | +51.6% | +16.0% | +35.6% | +23.7% |
| 1Y | +36.2% | +12.4% | +23.8% | +12.5% |
| 3Y | +1.7% | +60.2% | -58.5% | -43.7% |
| 5Y | +164.5% | +67.9% | +96.6% | +33.9% |
| All | +6.4% | +284.0% | -277.6% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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