+81.1%
OXY vs SITM
+4,789.7%
-4,708.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | -0.2% |
| 7D | +2.8% | +3.9% | -1.0% | +2.3% |
| 30D | +5.5% | -6.6% | +12.0% | +6.0% |
| 3M | +11.3% | -11.9% | +23.2% | +11.4% |
| 6M | +11.6% | +81.1% | -69.5% | -1.0% |
| YTD | +51.6% | +80.0% | -28.4% | +33.2% |
| 1Y | +36.2% | +145.8% | -109.6% | +12.5% |
| 3Y | +1.7% | +475.9% | -474.2% | -32.3% |
| 5Y | +164.5% | +189.2% | -24.7% | +78.2% |
| All | +81.1% | +4,789.7% | -4,708.6% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling