-13.3%
OXY vs ESTC
+25.9%
-39.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +4.2% | +2.4% | +1.8% | +3.8% |
| 30D | -4.3% | -4.2% | -0.1% | -3.9% |
| 3M | +2.3% | +2.5% | -0.2% | +1.0% |
| 6M | +5.5% | +81.5% | -76.0% | -6.1% |
| YTD | +44.9% | +16.8% | +28.0% | +37.4% |
| 1Y | +42.6% | -3.5% | +46.0% | +39.5% |
| 3Y | +0.7% | +17.7% | -17.0% | -11.5% |
| 5Y | +96.9% | -51.7% | +148.6% | +101.7% |
| All | -13.3% | +25.9% | -39.3% | -44.2% |
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