-1.7%
OXY vs ES
+43.3%
-45.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | -11.9% | +1.9% | -13.8% | -12.2% |
| 30D | -3.1% | +7.1% | -10.2% | -4.3% |
| 3M | +1.1% | -1.9% | +3.0% | +1.3% |
| 6M | +3.2% | +4.4% | -1.1% | +2.0% |
| YTD | +39.0% | +7.3% | +31.7% | +36.0% |
| 1Y | +42.7% | +2.1% | +40.6% | +40.8% |
| All | -1.7% | +43.3% | -45.0% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling