+17.3%
OXY vs EXPE
+123.5%
-106.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | -4.3% | -6.1% | +1.8% | -3.7% |
| 3M | +2.3% | -21.3% | +23.6% | +8.1% |
| 6M | +5.5% | +19.0% | -13.5% | -4.0% |
| YTD | +44.9% | -8.4% | +53.3% | +39.7% |
| 1Y | +42.6% | -2.8% | +45.4% | +33.9% |
| 3Y | +0.7% | +120.8% | -120.0% | -35.5% |
| 5Y | +96.9% | +46.2% | +50.7% | +36.0% |
| All | +17.3% | +123.5% | -106.2% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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