+147.9%
OXY vs ETR
+122.3%
+25.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.8% | -1.8% | +4.6% | +3.2% |
| 30D | +5.5% | -1.8% | +7.2% | +5.8% |
| 3M | +11.3% | -3.6% | +14.9% | +12.0% |
| 6M | +11.6% | +2.6% | +9.0% | +10.6% |
| YTD | +51.6% | +16.0% | +35.5% | +46.2% |
| 1Y | +36.2% | +20.1% | +16.1% | +30.3% |
| 3Y | +1.7% | +143.6% | -141.9% | -19.6% |
| All | +147.9% | +122.3% | +25.6% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling