+1,845.2%
OXY vs SM
+1,434.4%
+410.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +4.2% | +9.4% | -5.2% | +0.7% |
| 30D | -4.3% | -14.4% | +10.0% | +0.8% |
| 3M | +2.3% | +1.6% | +0.7% | +1.1% |
| 6M | +5.5% | +6.3% | -0.8% | +1.9% |
| YTD | +44.9% | +78.8% | -33.9% | +14.9% |
| 1Y | +42.6% | +83.1% | -40.5% | +12.0% |
| 3Y | +0.7% | -5.9% | +6.7% | -2.3% |
| 5Y | +96.9% | +4.8% | +92.0% | +78.7% |
| 10Y | +18.8% | +17.5% | +1.3% | -32.7% |
| All | +1,845.2% | +1,434.4% | +410.8% | +521.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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