+1.0%
OXY vs ESI
+81.4%
-80.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +0.6% | +3.9% | -3.3% | +0.1% |
| 30D | +4.5% | -3.8% | +8.3% | +5.0% |
| 3M | +8.9% | -13.1% | +22.0% | +10.3% |
| 6M | +12.5% | +11.3% | +1.1% | +5.3% |
| YTD | +50.5% | +44.1% | +6.4% | +28.7% |
| 1Y | +38.6% | +40.3% | -1.7% | +18.9% |
| All | +1.0% | +81.4% | -80.4% | -23.3% |
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