+45.9%
OXY vs EWT
+54.0%
-8.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.9% | -5.4% |
| 7D | -8.8% | -10.9% | +2.1% | -11.5% |
| 30D | -1.7% | -17.7% | +16.0% | -6.6% |
| 3M | +4.5% | -5.0% | +9.6% | +3.4% |
| 6M | -4.0% | +7.4% | -11.4% | +0.3% |
| YTD | +41.4% | +52.8% | -11.4% | +53.9% |
| 1Y | +45.9% | +55.2% | -9.3% | +59.9% |
| All | +45.9% | +54.0% | -8.1% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling