+0.7%
OXY vs EXC
+31.9%
-31.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +4.2% | +1.4% | +2.8% | +4.2% |
| 30D | -4.3% | +8.6% | -12.9% | -4.3% |
| 3M | +2.3% | +2.4% | -0.1% | +2.4% |
| 6M | +5.5% | +6.5% | -0.9% | +5.6% |
| YTD | +44.9% | +9.0% | +35.8% | +45.2% |
| 1Y | +42.6% | +4.6% | +38.0% | +42.9% |
| 3Y | +0.7% | +33.5% | -32.7% | -4.4% |
| All | +0.7% | +31.9% | -31.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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