+5.9%
OXY vs EXEL
+386.3%
-380.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.5% |
| 7D | +1.4% | -2.9% | +4.2% | +1.9% |
| 30D | +4.0% | +11.9% | -7.9% | +2.0% |
| 3M | +7.6% | +9.2% | -1.6% | +5.5% |
| 6M | +16.2% | +39.1% | -22.9% | +8.5% |
| YTD | +50.8% | +31.0% | +19.8% | +42.0% |
| 1Y | +34.7% | +52.3% | -17.6% | +22.6% |
| 3Y | -1.0% | +159.7% | -160.8% | -21.9% |
| 5Y | +163.2% | +187.7% | -24.5% | +99.5% |
| All | +5.9% | +386.3% | -380.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling