+6.4%
OXY vs OMC
+34.2%
-27.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.8% |
| 7D | +2.8% | -4.4% | +7.2% | +5.4% |
| 30D | +5.5% | -7.6% | +13.1% | +9.9% |
| 3M | +11.3% | +4.5% | +6.8% | +6.0% |
| 6M | +11.6% | -0.3% | +11.9% | +8.4% |
| YTD | +51.6% | -0.1% | +51.7% | +44.8% |
| 1Y | +36.2% | +4.6% | +31.6% | +24.9% |
| 3Y | +1.7% | +10.5% | -8.8% | -15.4% |
| 5Y | +164.5% | +31.7% | +132.8% | +72.6% |
| All | +6.4% | +34.2% | -27.8% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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