-5.7%
OXY vs ESI
+226.4%
-232.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.8% |
| 7D | -0.5% | +5.4% | -5.9% | -2.3% |
| 30D | +8.5% | -4.2% | +12.7% | +9.7% |
| 3M | +6.0% | -9.6% | +15.6% | +7.5% |
| 6M | +13.0% | +18.3% | -5.3% | +1.6% |
| YTD | +48.9% | +45.8% | +3.0% | +23.1% |
| 1Y | +36.4% | +39.2% | -2.7% | +14.0% |
| 3Y | -2.3% | +86.3% | -88.6% | -28.8% |
| 5Y | +160.6% | +76.2% | +84.4% | +88.0% |
| 10Y | +2.0% | +306.8% | -304.8% | -45.0% |
| All | -5.7% | +226.4% | -232.1% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling