+45.9%
OXY vs SE
-48.0%
+93.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.5% | -9.6% | -4.4% |
| 7D | -8.8% | +6.7% | -15.5% | -7.8% |
| 30D | -1.7% | -17.2% | +15.5% | -4.0% |
| 3M | +4.5% | -28.0% | +32.6% | +0.6% |
| 6M | -4.0% | -6.1% | +2.1% | -3.8% |
| YTD | +41.4% | -37.1% | +78.5% | +40.2% |
| 1Y | +45.9% | -48.8% | +94.7% | +45.7% |
| All | +45.9% | -48.0% | +93.9% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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