+0.7%
OXY vs ESI
+79.1%
-78.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +4.2% | +5.5% | -1.3% | +3.5% |
| 30D | -4.3% | -7.8% | +3.4% | -3.5% |
| 3M | +2.3% | -15.0% | +17.3% | +4.2% |
| 6M | +5.5% | -24.9% | +30.4% | +9.0% |
| YTD | +44.9% | +33.2% | +11.7% | +24.7% |
| 1Y | +42.6% | +24.9% | +17.7% | +25.2% |
| 3Y | +0.7% | +77.8% | -77.0% | -25.6% |
| All | +0.7% | +79.1% | -78.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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