+147.9%
OXY vs SRE
+45.6%
+102.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +2.8% | -0.8% | +3.7% | +3.2% |
| 30D | +5.5% | -3.0% | +8.5% | +6.6% |
| 3M | +11.3% | -8.3% | +19.6% | +15.3% |
| 6M | +11.6% | -8.9% | +20.5% | +15.5% |
| YTD | +51.6% | -4.3% | +55.8% | +53.2% |
| 1Y | +36.2% | +2.7% | +33.5% | +33.1% |
| 3Y | +1.7% | +28.7% | -27.0% | -16.3% |
| All | +147.9% | +45.6% | +102.3% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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