+1,116.8%
OXY vs EXEL
+273.2%
+843.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.6% | +8.4% | -6.8% | +0.7% |
| 30D | +11.6% | +4.1% | +7.5% | +10.9% |
| 3M | +2.8% | +12.4% | -9.6% | +1.1% |
| 6M | +13.0% | +41.5% | -28.5% | +7.9% |
| YTD | +47.4% | +34.6% | +12.7% | +41.3% |
| 1Y | +31.5% | +57.9% | -26.4% | +23.3% |
| 3Y | -1.9% | +159.5% | -161.4% | -14.8% |
| 5Y | +148.0% | +198.5% | -50.5% | +110.2% |
| 10Y | +2.3% | +411.4% | -409.1% | -21.2% |
| All | +1,116.8% | +273.2% | +843.6% | +594.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling