-2.3%
OXY vs SIMO
+462.5%
-464.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +0.7% |
| 7D | -0.5% | +14.6% | -15.1% | -1.3% |
| 30D | +8.5% | +6.2% | +2.3% | +7.9% |
| 3M | +6.0% | +3.6% | +2.4% | +4.8% |
| 6M | +13.0% | +130.8% | -117.8% | +2.5% |
| YTD | +48.9% | +195.8% | -146.9% | +28.8% |
| 1Y | +36.4% | +225.0% | -188.6% | +15.2% |
| 3Y | -2.3% | +452.3% | -454.6% | -26.1% |
| All | -2.3% | +462.5% | -464.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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