+13.7%
OXY vs ES
+87.3%
-73.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -5.8% | +0.9% | -6.7% | -6.1% |
| 30D | -5.3% | +5.9% | -11.3% | -6.9% |
| 3M | -2.5% | -1.0% | -1.5% | -2.5% |
| 6M | +8.3% | +7.2% | +1.1% | +5.6% |
| YTD | +40.3% | +7.0% | +33.3% | +36.5% |
| 1Y | +38.8% | +0.5% | +38.4% | +37.1% |
| 3Y | -1.4% | +48.7% | -50.1% | -14.8% |
| 5Y | +92.2% | +1.9% | +90.3% | +84.1% |
| 10Y | +13.7% | +89.2% | -75.5% | +13.7% |
| All | +13.7% | +87.3% | -73.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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