+31.5%
OXY vs S
+10.1%
+21.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.6% | -7.7% | +9.3% | +1.4% |
| 30D | +11.6% | -5.3% | +16.9% | +11.4% |
| 3M | +2.8% | +20.3% | -17.5% | +3.3% |
| 6M | +13.0% | +47.4% | -34.3% | +14.1% |
| YTD | +47.4% | +32.5% | +14.8% | +48.2% |
| 1Y | +31.5% | +9.5% | +21.9% | +30.7% |
| All | +31.5% | +10.1% | +21.3% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling