+17.6%
OXY vs EQX
+232.0%
-214.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +2.8% | -3.2% | +6.0% | +3.2% |
| 30D | +5.5% | +7.8% | -2.3% | +4.2% |
| 3M | +11.3% | +21.3% | -10.0% | +7.8% |
| 6M | +11.6% | -22.4% | +34.0% | +13.5% |
| YTD | +51.6% | -11.3% | +62.9% | +50.1% |
| 1Y | +36.2% | +13.5% | +22.7% | +29.0% |
| 3Y | +1.7% | +162.1% | -160.4% | -20.3% |
| 5Y | +164.5% | +84.2% | +80.3% | +110.8% |
| All | +17.6% | +232.0% | -214.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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