+162.6%
OXY vs SE
-67.1%
+229.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.1% | +1.3% |
| 7D | +0.6% | -3.6% | +4.3% | +0.9% |
| 30D | +4.5% | -5.3% | +9.8% | +4.7% |
| 3M | +8.9% | +28.1% | -19.2% | +6.8% |
| 6M | +12.5% | +20.7% | -8.2% | +10.4% |
| YTD | +50.5% | -14.8% | +65.3% | +51.4% |
| 1Y | +38.6% | -43.6% | +82.2% | +44.0% |
| 3Y | -1.2% | +184.2% | -185.5% | -10.9% |
| All | +162.6% | -67.1% | +229.7% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling