+163.1%
OXY vs EXPE
+723.5%
-560.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 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% | +7.8% |
| 6M | +5.5% | +19.0% | -13.5% | -3.2% |
| YTD | +44.9% | -8.4% | +53.3% | +40.0% |
| 1Y | +42.6% | -2.8% | +45.4% | +34.7% |
| 3Y | +0.7% | +120.8% | -120.0% | -30.8% |
| 5Y | +96.9% | +46.2% | +50.7% | +43.6% |
| 10Y | +18.8% | +123.8% | -105.0% | -29.4% |
| All | +163.1% | +723.5% | -560.4% | -32.5% |
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