+102.0%
OXY vs S
-51.7%
+153.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +4.2% | +2.0% | +2.2% | +4.0% |
| 30D | -4.3% | -2.7% | -1.6% | -4.3% |
| 3M | +2.3% | -6.9% | +9.2% | +2.4% |
| 6M | +5.5% | +38.1% | -32.5% | +3.0% |
| YTD | +44.9% | +48.0% | -3.1% | +40.4% |
| 1Y | +42.6% | +34.5% | +8.1% | +38.9% |
| 3Y | +0.7% | +38.3% | -37.6% | -3.6% |
| 5Y | +96.9% | -70.9% | +167.8% | +89.0% |
| All | +102.0% | -51.7% | +153.8% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling