+45.9%
OXY vs ESTC
+1.6%
+44.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.3% | -5.1% |
| 7D | -8.8% | -15.9% | +7.1% | -9.0% |
| 30D | -1.7% | -5.5% | +3.8% | -1.7% |
| 3M | +4.5% | +26.2% | -21.7% | +5.1% |
| 6M | -4.0% | +77.0% | -81.0% | -2.8% |
| YTD | +41.4% | +18.9% | +22.5% | +42.4% |
| 1Y | +45.9% | +1.3% | +44.6% | +49.1% |
| All | +45.9% | +1.6% | +44.3% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling