+5.9%
OXY vs EW
+126.7%
-120.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +1.4% | -3.4% | +4.7% | +2.4% |
| 30D | +4.0% | -7.4% | +11.4% | +6.4% |
| 3M | +7.6% | +0.9% | +6.7% | +6.9% |
| 6M | +16.2% | +1.2% | +15.0% | +14.8% |
| YTD | +50.8% | +1.8% | +49.0% | +48.4% |
| 1Y | +34.7% | +10.8% | +23.9% | +28.5% |
| 3Y | -1.0% | +17.1% | -18.2% | -13.4% |
| 5Y | +163.2% | -28.2% | +191.4% | +172.1% |
| All | +5.9% | +126.7% | -120.8% | -25.3% |
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