+161.6%
OXY vs SO
+57.7%
+104.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +4.5% | -2.5% | +7.0% | +5.1% |
| 3M | +8.9% | -4.2% | +13.1% | +9.9% |
| 6M | +12.5% | -7.7% | +20.1% | +14.3% |
| YTD | +50.5% | +3.8% | +46.7% | +49.2% |
| 1Y | +38.6% | +0.1% | +38.6% | +38.3% |
| 3Y | -1.2% | +44.2% | -45.5% | -10.6% |
| 5Y | +161.6% | +57.9% | +103.8% | +153.2% |
| All | +161.6% | +57.7% | +104.0% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 5y: compounded portfolio wealth divided by compounded SO 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…
5y analysis · Full analysis span regression · 6 months rolling