+1,332.5%
OXY vs SO
+5,976.4%
-4,643.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +1.6% | -0.2% | +1.7% | +1.7% |
| 30D | +11.6% | -4.6% | +16.2% | +13.8% |
| 3M | +2.8% | -3.0% | +5.8% | +4.0% |
| 6M | +13.0% | -8.3% | +21.3% | +16.9% |
| YTD | +47.4% | +3.5% | +43.9% | +44.6% |
| 1Y | +31.5% | -0.9% | +32.4% | +31.3% |
| 3Y | -1.9% | +45.4% | -47.3% | -19.0% |
| 5Y | +148.0% | +59.6% | +88.3% | +92.9% |
| 10Y | +2.3% | +156.6% | -154.3% | -35.3% |
| All | +1,332.5% | +5,976.4% | -4,643.9% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling