+0.7%
OXY vs EXEL
+230.5%
-229.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +4.2% | -0.8% | +5.0% | +4.2% |
| 30D | -4.3% | +13.1% | -17.5% | -4.1% |
| 3M | +2.3% | +36.3% | -34.0% | +2.9% |
| 6M | +5.5% | +34.5% | -29.0% | +6.0% |
| YTD | +44.9% | +57.4% | -12.5% | +45.0% |
| 1Y | +42.6% | +62.9% | -20.3% | +42.5% |
| 3Y | +0.7% | +229.5% | -228.8% | -2.8% |
| All | +0.7% | +230.5% | -229.7% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling