+167.6%
OXY vs EXPE
+851.4%
-683.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.4% |
| 7D | +1.6% | -9.5% | +11.1% | +4.6% |
| 30D | +11.6% | -6.6% | +18.2% | +13.4% |
| 3M | +2.8% | +31.4% | -28.6% | -6.9% |
| 6M | +13.0% | +35.2% | -22.1% | -0.1% |
| YTD | +47.4% | +5.8% | +41.6% | +38.6% |
| 1Y | +31.5% | +38.7% | -7.2% | +11.9% |
| 3Y | -1.9% | +175.8% | -177.7% | -36.8% |
| 5Y | +148.0% | +111.8% | +36.1% | +61.0% |
| 10Y | +2.3% | +179.7% | -177.5% | -42.2% |
| All | +167.6% | +851.4% | -683.8% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling