+147.9%
OXY vs EXEL
+180.6%
-32.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | +2.8% | -4.9% | +7.7% | +3.2% |
| 30D | +5.5% | +11.4% | -5.9% | +4.6% |
| 3M | +11.3% | +4.9% | +6.4% | +10.6% |
| 6M | +11.6% | +34.4% | -22.8% | +8.0% |
| YTD | +51.6% | +28.0% | +23.5% | +47.2% |
| 1Y | +36.2% | +43.6% | -7.4% | +30.0% |
| 3Y | +1.7% | +155.2% | -153.5% | -14.5% |
| All | +147.9% | +180.6% | -32.7% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling