+6.4%
OXY vs JCI
+348.5%
-342.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.4% |
| 30D | +5.5% | -4.4% | +9.9% | +7.8% |
| 3M | +11.3% | +1.7% | +9.6% | +9.3% |
| 6M | +11.6% | +8.8% | +2.8% | +3.4% |
| YTD | +51.6% | +22.6% | +28.9% | +30.0% |
| 1Y | +36.2% | +36.2% | 0.0% | +8.5% |
| 3Y | +1.7% | +168.0% | -166.3% | -50.3% |
| 5Y | +164.5% | +113.5% | +51.0% | +44.3% |
| All | +6.4% | +348.5% | -342.1% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling