+161.6%
OXY vs M
+22.2%
+139.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.7% |
| 7D | +0.6% | -4.1% | +4.7% | +1.2% |
| 30D | +4.5% | -13.6% | +18.1% | +6.7% |
| 3M | +8.9% | -2.3% | +11.2% | +8.6% |
| 6M | +12.5% | +21.9% | -9.4% | +7.6% |
| YTD | +50.5% | -0.6% | +51.1% | +48.6% |
| 1Y | +38.6% | +29.7% | +8.9% | +29.9% |
| 3Y | -1.2% | +107.3% | -108.5% | -19.4% |
| 5Y | +161.6% | +20.5% | +141.2% | +116.1% |
| All | +161.6% | +22.2% | +139.4% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling