+161.6%
OXY vs EW
-29.9%
+191.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +0.6% | -5.1% | +5.7% | +1.0% |
| 30D | +4.5% | -6.4% | +10.9% | +5.0% |
| 3M | +8.9% | -1.6% | +10.5% | +8.9% |
| 6M | +12.5% | +2.3% | +10.2% | +12.1% |
| YTD | +50.5% | +1.1% | +49.4% | +50.0% |
| 1Y | +38.6% | +8.0% | +30.6% | +37.2% |
| 3Y | -1.2% | +16.3% | -17.6% | -5.1% |
| 5Y | +161.6% | -29.4% | +191.0% | +170.5% |
| All | +161.6% | -29.9% | +191.5% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling