-2.3%
OXY vs FIVE
+59.0%
-61.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -0.5% | +3.7% | -4.2% | -0.8% |
| 30D | +8.5% | +4.0% | +4.5% | +8.0% |
| 3M | +6.0% | +36.2% | -30.2% | +2.6% |
| 6M | +13.0% | +18.0% | -5.0% | +10.2% |
| YTD | +48.9% | +34.9% | +14.0% | +42.8% |
| 1Y | +36.4% | +67.9% | -31.5% | +27.0% |
| 3Y | -2.3% | +57.3% | -59.6% | -18.7% |
| All | -2.3% | +59.0% | -61.3% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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