+1.7%
OXY vs EWZ
+46.3%
-44.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +2.8% | +0.9% | +2.0% | +2.6% |
| 30D | +5.5% | +12.8% | -7.3% | +2.6% |
| 3M | +11.3% | +10.8% | +0.6% | +8.5% |
| 6M | +11.6% | +2.5% | +9.1% | +10.1% |
| YTD | +51.6% | +21.4% | +30.2% | +39.8% |
| 1Y | +36.2% | +32.8% | +3.4% | +20.7% |
| 3Y | +1.7% | +45.2% | -43.5% | -14.9% |
| All | +1.7% | +46.3% | -44.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 3y: compounded portfolio wealth divided by compounded EWZ 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…
3y analysis · Full analysis span regression · 6 months rolling