+26.4%
OXY vs GNRC
+2,020.8%
-1,994.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.8% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +4.0% | -15.8% | +19.9% | +7.9% |
| 3M | +7.6% | -24.0% | +31.6% | +12.9% |
| 6M | +16.2% | -13.8% | +30.0% | +16.6% |
| YTD | +50.8% | +33.2% | +17.6% | +34.7% |
| 1Y | +34.7% | -1.8% | +36.5% | +28.3% |
| 3Y | -1.0% | +57.7% | -58.7% | -19.4% |
| 5Y | +163.2% | -59.7% | +222.9% | +185.6% |
| 10Y | +5.5% | +430.7% | -425.2% | -48.3% |
| All | +26.4% | +2,020.8% | -1,994.4% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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