+1,878.8%
OXY vs SM
+1,608.3%
+270.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +11.6% | +26.3% | -14.7% | +2.2% |
| 3M | +2.8% | +8.7% | -5.9% | -0.8% |
| 6M | +13.0% | +51.7% | -38.6% | -3.9% |
| YTD | +47.4% | +99.0% | -51.7% | +12.9% |
| 1Y | +31.5% | +34.6% | -3.1% | +15.6% |
| 3Y | -1.9% | -7.8% | +5.8% | -3.9% |
| 5Y | +148.0% | +104.8% | +43.2% | +78.4% |
| 10Y | +2.3% | +7.2% | -5.0% | -41.2% |
| All | +1,878.8% | +1,608.3% | +270.5% | +511.1% |
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