-11.8%
OXY vs ESTC
+31.2%
-43.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.2% |
| 7D | +1.6% | -8.1% | +9.7% | +2.9% |
| 30D | +11.6% | +31.7% | -20.1% | +5.9% |
| 3M | +2.8% | +41.1% | -38.2% | -3.8% |
| 6M | +13.0% | +77.1% | -64.0% | +1.0% |
| YTD | +47.4% | +21.7% | +25.7% | +39.4% |
| 1Y | +31.5% | +8.4% | +23.1% | +26.0% |
| 3Y | -1.9% | +23.6% | -25.6% | -14.6% |
| 5Y | +148.0% | -46.5% | +194.4% | +147.4% |
| All | -11.8% | +31.2% | -43.0% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling