+6.4%
OXY vs ET
+177.0%
-170.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.2% |
| 7D | +2.8% | +0.2% | +2.6% | +2.6% |
| 30D | +5.5% | +2.9% | +2.6% | +3.0% |
| 3M | +11.3% | +16.8% | -5.5% | -1.9% |
| 6M | +11.6% | +18.9% | -7.3% | -2.9% |
| YTD | +51.6% | +37.7% | +13.9% | +17.0% |
| 1Y | +36.2% | +32.4% | +3.8% | +8.3% |
| 3Y | +1.7% | +99.5% | -97.8% | -43.8% |
| 5Y | +164.5% | +244.0% | -79.5% | -6.7% |
| All | +6.4% | +177.0% | -170.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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