+1,308.1%
OXY vs SO
+6,354.3%
-5,046.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +4.2% | +1.4% | +2.8% | +3.6% |
| 30D | -4.3% | +4.7% | -9.0% | -6.4% |
| 3M | +2.3% | +1.7% | +0.6% | +1.3% |
| 6M | +5.5% | +2.2% | +3.4% | +4.0% |
| YTD | +44.9% | +10.0% | +34.9% | +38.2% |
| 1Y | +42.6% | +6.0% | +36.6% | +38.1% |
| 3Y | +0.7% | +54.1% | -53.4% | -19.0% |
| 5Y | +96.9% | +79.6% | +17.2% | +45.2% |
| 10Y | +18.8% | +195.5% | -176.7% | -29.4% |
| All | +1,308.1% | +6,354.3% | -5,046.2% | +226.9% |
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