+17.3%
OXY vs EW
+254.3%
-237.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +4.2% | +4.9% | -0.7% | +2.7% |
| 30D | -4.3% | +23.9% | -28.3% | -10.5% |
| 3M | +2.3% | +15.8% | -13.5% | -2.7% |
| 6M | +5.5% | +31.7% | -26.1% | -3.9% |
| YTD | +44.9% | +25.7% | +19.2% | +33.0% |
| 1Y | +42.6% | +24.4% | +18.2% | +31.2% |
| 3Y | +0.7% | +65.9% | -65.1% | -22.6% |
| 5Y | +96.9% | -7.6% | +104.5% | +87.3% |
| All | +17.3% | +254.3% | -237.0% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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