-2.3%
OXY vs EXC
+21.1%
-23.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +8.5% | -2.7% | +11.2% | +8.6% |
| 3M | +6.0% | -1.0% | +7.0% | +6.1% |
| 6M | +13.0% | -9.3% | +22.2% | +13.5% |
| YTD | +48.9% | +3.6% | +45.3% | +48.6% |
| 1Y | +36.4% | +5.9% | +30.5% | +35.9% |
| 3Y | -2.3% | +21.3% | -23.6% | -6.5% |
| All | -2.3% | +21.1% | -23.3% | -6.5% |
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