+1,332.5%
OXY vs EMR
+4,039.8%
-2,707.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.9% |
| 7D | +1.6% | -1.5% | +3.1% | +2.4% |
| 30D | +11.6% | -5.6% | +17.2% | +14.9% |
| 3M | +2.8% | +7.9% | -5.1% | -3.4% |
| 6M | +13.0% | +6.0% | +7.0% | +4.4% |
| YTD | +47.4% | +16.4% | +30.9% | +27.7% |
| 1Y | +31.5% | +16.6% | +14.9% | +12.7% |
| 3Y | -1.9% | +62.9% | -64.8% | -33.6% |
| 5Y | +148.0% | +60.1% | +87.9% | +67.3% |
| 10Y | +2.3% | +268.7% | -266.5% | -51.5% |
| All | +1,332.5% | +4,039.8% | -2,707.4% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling