+95.7%
OXY vs EXC
+39.8%
+55.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +3.6% | -1.9% | +5.6% | +4.0% |
| 30D | -5.3% | +7.8% | -13.0% | -6.8% |
| 3M | +0.2% | +1.9% | -1.7% | -0.3% |
| 6M | +4.7% | +3.4% | +1.4% | +3.7% |
| YTD | +44.0% | +7.6% | +36.4% | +41.0% |
| 1Y | +42.1% | +2.1% | +40.0% | +40.8% |
| 3Y | +1.2% | +29.6% | -28.4% | -8.4% |
| 5Y | +95.7% | +39.5% | +56.2% | +73.0% |
| All | +95.7% | +39.8% | +55.9% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling