+1.7%
OXY vs JCI
+165.4%
-163.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | +0.1% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | +5.5% | -4.4% | +9.9% | +6.3% |
| 3M | +11.3% | +1.7% | +9.6% | +10.7% |
| 6M | +11.6% | +8.8% | +2.8% | +8.7% |
| YTD | +51.6% | +22.6% | +28.9% | +42.4% |
| 1Y | +36.2% | +36.2% | 0.0% | +23.2% |
| 3Y | +1.7% | +168.0% | -166.3% | -20.8% |
| All | +1.7% | +165.4% | -163.7% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling