-1.8%
OXY vs S
+51.7%
-53.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | -6.4% | -7.3% | +1.0% | -6.1% |
| 3M | -2.6% | +5.9% | -8.5% | -3.1% |
| 6M | +4.8% | +45.6% | -40.9% | +2.5% |
| YTD | +41.2% | +58.5% | -17.4% | +37.0% |
| 1Y | +39.5% | +37.6% | +1.9% | +36.7% |
| All | -1.8% | +51.7% | -53.5% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling