+1,860.8%
OXY vs M
+396.5%
+1,464.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.6% |
| 7D | +1.6% | +4.7% | -3.1% | +0.4% |
| 30D | +11.6% | -9.6% | +21.2% | +14.3% |
| 3M | +2.8% | +0.9% | +2.0% | +1.7% |
| 6M | +13.0% | +22.3% | -9.2% | +5.5% |
| YTD | +47.4% | +6.5% | +40.9% | +41.7% |
| 1Y | +31.5% | +38.8% | -7.3% | +17.3% |
| 3Y | -1.9% | +115.9% | -117.8% | -27.0% |
| 5Y | +148.0% | +28.6% | +119.3% | +95.1% |
| 10Y | +2.3% | -2.5% | +4.8% | -26.6% |
| All | +1,860.8% | +396.5% | +1,464.3% | +797.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling