+6.4%
OXY vs EWT
+523.5%
-517.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.6% |
| 7D | +2.8% | -1.1% | +4.0% | +3.5% |
| 30D | +5.5% | +4.5% | +1.0% | +2.5% |
| 3M | +11.3% | +8.3% | +3.0% | +3.7% |
| 6M | +11.6% | +54.2% | -42.6% | -21.9% |
| YTD | +51.6% | +74.6% | -23.0% | -4.3% |
| 1Y | +36.2% | +84.9% | -48.7% | -18.3% |
| 3Y | +1.7% | +197.5% | -195.8% | -61.8% |
| 5Y | +164.5% | +150.6% | +13.9% | +15.7% |
| All | +6.4% | +523.5% | -517.1% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling