+16.6%
OXY vs M
-8.5%
+25.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.6% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | -5.3% | +7.0% | -12.3% | -7.7% |
| 3M | +0.2% | +3.1% | -2.9% | -1.8% |
| 6M | +4.7% | +33.5% | -28.8% | -6.0% |
| YTD | +44.0% | +13.4% | +30.6% | +33.9% |
| 1Y | +42.1% | +22.4% | +19.6% | +28.5% |
| 3Y | +1.2% | +150.9% | -149.7% | -33.1% |
| 5Y | +95.7% | -3.0% | +98.7% | +61.0% |
| All | +16.6% | -8.5% | +25.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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