-10.2%
OXY vs ESTC
+19.3%
-29.5%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.3% |
| 7D | +0.9% | -13.2% | +14.1% | +3.2% |
| 30D | +3.6% | +9.3% | -5.8% | +1.3% |
| 3M | +7.1% | +37.3% | -30.2% | +0.5% |
| 6M | +15.7% | +61.0% | -45.3% | +4.9% |
| YTD | +50.1% | +10.7% | +39.5% | +44.1% |
| 1Y | +34.1% | -7.2% | +41.3% | +32.0% |
| 3Y | -1.5% | +7.2% | -8.6% | -11.9% |
| 5Y | +162.0% | -47.7% | +209.7% | +159.4% |
| All | -10.2% | +19.3% | -29.5% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling