+1,362.5%
OXY vs JCI
+2,331.2%
-968.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.6% | +4.1% | -3.4% | -0.4% |
| 30D | +4.5% | -3.8% | +8.4% | +5.5% |
| 3M | +8.9% | -1.6% | +10.5% | +8.9% |
| 6M | +12.5% | +9.5% | +2.9% | +8.6% |
| YTD | +50.5% | +21.7% | +28.7% | +41.2% |
| 1Y | +38.6% | +37.1% | +1.5% | +25.6% |
| 3Y | -1.2% | +165.2% | -166.4% | -25.5% |
| 5Y | +161.6% | +110.3% | +51.3% | +106.4% |
| 10Y | +5.3% | +341.0% | -335.7% | -29.4% |
| All | +1,362.5% | +2,331.2% | -968.7% | +507.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling