+38.6%
OXY vs ESTC
-6.1%
+44.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.0% |
| 7D | +0.6% | -3.3% | +4.0% | +0.6% |
| 30D | +4.5% | +13.4% | -8.9% | +5.0% |
| 3M | +8.9% | +41.3% | -32.4% | +10.3% |
| 6M | +12.5% | +62.6% | -50.1% | +14.4% |
| YTD | +50.5% | +14.8% | +35.7% | +50.2% |
| 1Y | +38.6% | -5.1% | +43.7% | +37.7% |
| All | +38.6% | -6.1% | +44.7% | +37.7% |
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 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