+1.0%
OXY vs S
+13.6%
-12.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.6% | -1.2% | +1.9% | +0.7% |
| 30D | +4.5% | -12.6% | +17.1% | +5.0% |
| 3M | +8.9% | +27.6% | -18.7% | +7.3% |
| 6M | +12.5% | +35.5% | -23.0% | +10.3% |
| YTD | +50.5% | +29.6% | +20.9% | +47.7% |
| 1Y | +38.6% | +8.1% | +30.5% | +37.5% |
| All | +1.0% | +13.6% | -12.6% | +0.1% |
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