+17.3%
OXY vs M
-7.1%
+24.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +4.2% | +7.0% | -2.8% | +2.1% |
| 30D | -4.3% | +8.9% | -13.2% | -7.2% |
| 3M | +2.3% | +4.5% | -2.2% | -0.1% |
| 6M | +5.5% | +36.2% | -30.7% | -5.8% |
| YTD | +44.9% | +15.1% | +29.7% | +34.1% |
| 1Y | +42.6% | +27.4% | +15.2% | +27.5% |
| 3Y | +0.7% | +160.1% | -159.4% | -34.2% |
| 5Y | +96.9% | -1.6% | +98.4% | +61.3% |
| All | +17.3% | -7.1% | +24.4% | -43.5% |
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