+11.7%
OXY vs SE
+358.6%
-346.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +3.6% | -1.5% | +5.1% | +3.8% |
| 30D | -5.3% | -22.3% | +17.0% | -2.8% |
| 3M | +0.2% | -41.8% | +42.0% | +5.9% |
| 6M | +4.7% | -22.4% | +27.1% | +6.5% |
| YTD | +44.0% | -41.6% | +85.6% | +50.4% |
| 1Y | +42.1% | -48.0% | +90.1% | +50.3% |
| 3Y | +1.2% | +63.9% | -62.7% | -10.1% |
| 5Y | +95.7% | -78.2% | +173.9% | +117.6% |
| All | +11.7% | +358.6% | -346.9% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling