+1,118.7%
OXY vs EWZ
+446.0%
+672.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.9% |
| 7D | +0.9% | +1.1% | -0.2% | +0.3% |
| 30D | +3.6% | +13.5% | -9.9% | -3.2% |
| 3M | +7.1% | +15.2% | -8.1% | -1.0% |
| 6M | +15.7% | +3.7% | +11.9% | +11.3% |
| YTD | +50.1% | +22.5% | +27.6% | +31.9% |
| 1Y | +34.1% | +35.3% | -1.2% | +11.4% |
| 3Y | -1.5% | +50.2% | -51.7% | -24.2% |
| 5Y | +162.0% | +64.6% | +97.4% | +85.8% |
| 10Y | +5.1% | +95.0% | -90.0% | -31.7% |
| All | +1,118.7% | +446.0% | +672.7% | +556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling