+97.5%
OXY vs EXE
+76.7%
+20.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | +4.2% | +5.3% | -1.1% | +1.4% |
| 30D | -4.3% | -2.2% | -2.1% | -3.2% |
| 3M | +2.3% | -5.9% | +8.2% | +5.6% |
| 6M | +5.5% | -5.7% | +11.3% | +8.6% |
| YTD | +44.9% | -17.8% | +62.7% | +58.9% |
| 1Y | +42.6% | -23.1% | +65.7% | +61.6% |
| 3Y | +0.7% | +21.2% | -20.4% | -14.1% |
| All | +97.5% | +76.7% | +20.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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