+1,373.1%
OXY vs ETR
+4,330.6%
-2,957.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.8% | -1.8% | +4.6% | +3.6% |
| 30D | +5.5% | -1.8% | +7.2% | +6.2% |
| 3M | +11.3% | -3.6% | +14.9% | +12.8% |
| 6M | +11.6% | +2.6% | +9.0% | +9.4% |
| YTD | +51.6% | +16.0% | +35.5% | +40.5% |
| 1Y | +36.2% | +20.1% | +16.1% | +24.1% |
| 3Y | +1.7% | +143.6% | -141.9% | -34.6% |
| 5Y | +164.5% | +124.4% | +40.1% | +73.0% |
| 10Y | +6.1% | +295.4% | -289.3% | -45.6% |
| All | +1,373.1% | +4,330.6% | -2,957.6% | +349.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling