+161.6%
OXY vs ES
-4.5%
+166.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +4.5% | -1.0% | +5.5% | +4.7% |
| 3M | +8.9% | +1.5% | +7.4% | +8.4% |
| 6M | +12.5% | -3.5% | +15.9% | +12.9% |
| YTD | +50.5% | +7.0% | +43.5% | +47.7% |
| 1Y | +38.6% | +15.3% | +23.3% | +33.5% |
| 3Y | -1.2% | +30.2% | -31.4% | -8.4% |
| 5Y | +161.6% | -4.3% | +165.9% | +154.3% |
| All | +161.6% | -4.5% | +166.2% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling