-13.9%
OXY vs ESTC
+27.2%
-41.1%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | +3.6% | +5.8% | -2.2% | +2.6% |
| 30D | -5.3% | -5.6% | +0.3% | -4.6% |
| 3M | +0.2% | +15.4% | -15.2% | -3.1% |
| 6M | +4.7% | +77.8% | -73.1% | -6.5% |
| YTD | +44.0% | +18.1% | +26.0% | +36.4% |
| 1Y | +42.1% | -3.7% | +45.7% | +39.1% |
| 3Y | +1.2% | +16.9% | -15.7% | -10.9% |
| 5Y | +95.7% | -51.2% | +146.9% | +100.2% |
| All | -13.9% | +27.2% | -41.1% | -44.7% |
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