+161.6%
OXY vs EXC
+46.0%
+115.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | +4.5% | -0.9% | +5.4% | +4.7% |
| 3M | +8.9% | -2.7% | +11.6% | +9.4% |
| 6M | +12.5% | -9.4% | +21.8% | +14.7% |
| YTD | +50.5% | +3.0% | +47.4% | +48.8% |
| 1Y | +38.6% | +5.1% | +33.5% | +36.1% |
| 3Y | -1.2% | +20.6% | -21.8% | -8.5% |
| 5Y | +161.6% | +45.7% | +115.9% | +144.9% |
| All | +161.6% | +46.0% | +115.7% | +144.9% |
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