+1.2%
OXY vs OMC
+11.1%
-9.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.1% |
| 7D | +1.4% | -6.2% | +7.6% | +2.8% |
| 30D | +4.0% | -7.6% | +11.6% | +5.7% |
| 3M | +7.6% | +7.4% | +0.2% | +4.6% |
| 6M | +16.2% | +0.1% | +16.0% | +14.9% |
| YTD | +50.8% | +0.4% | +50.4% | +47.6% |
| 1Y | +34.7% | +7.8% | +26.9% | +28.6% |
| All | +1.2% | +11.1% | -9.9% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling