+147.9%
OXY vs EMR
+66.6%
+81.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.4% |
| 7D | +2.8% | -0.4% | +3.2% | +3.0% |
| 30D | +5.5% | -6.8% | +12.2% | +7.8% |
| 3M | +11.3% | +7.5% | +3.8% | +7.5% |
| 6M | +11.6% | +9.9% | +1.7% | +4.9% |
| YTD | +51.6% | +16.0% | +35.6% | +37.7% |
| 1Y | +36.2% | +12.4% | +23.8% | +24.9% |
| 3Y | +1.7% | +60.2% | -58.5% | -25.5% |
| All | +147.9% | +66.6% | +81.3% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling