+982.9%
OXY vs EWT
+590.1%
+392.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -0.5% | +1.6% | -2.1% | -1.3% |
| 30D | +8.5% | +8.2% | +0.3% | +4.0% |
| 3M | +6.0% | +11.1% | -5.1% | -1.4% |
| 6M | +13.0% | +60.4% | -47.5% | -15.3% |
| YTD | +48.9% | +75.6% | -26.7% | +5.8% |
| 1Y | +36.4% | +91.3% | -54.9% | -7.7% |
| 3Y | -2.3% | +200.3% | -202.6% | -49.5% |
| 5Y | +160.6% | +156.4% | +4.3% | +46.6% |
| 10Y | +2.0% | +495.8% | -493.8% | -61.4% |
| All | +982.9% | +590.1% | +392.7% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling