-0.1%
OXY vs EXPE
+151.3%
-151.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.9% | +8.9% | +1.6% |
| 7D | -0.5% | -9.8% | +9.3% | +0.2% |
| 30D | +8.5% | -11.5% | +20.0% | +9.3% |
| 3M | +6.0% | +21.7% | -15.7% | +3.4% |
| 6M | +13.0% | +10.4% | +2.6% | +11.1% |
| YTD | +48.9% | -2.5% | +51.4% | +48.7% |
| 1Y | +36.4% | +27.3% | +9.1% | +28.5% |
| All | -0.1% | +151.3% | -151.4% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling