+958.0%
OXY vs SRE
+1,544.3%
-586.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +0.6% | +1.5% | -0.8% | -0.2% |
| 30D | +4.5% | +0.8% | +3.7% | +3.7% |
| 3M | +8.9% | -5.8% | +14.7% | +12.3% |
| 6M | +12.5% | -7.8% | +20.3% | +16.8% |
| YTD | +50.5% | -2.4% | +52.8% | +51.0% |
| 1Y | +38.6% | +8.9% | +29.7% | +30.2% |
| 3Y | -1.2% | +31.1% | -32.3% | -20.1% |
| 5Y | +161.6% | +48.6% | +113.0% | +94.7% |
| 10Y | +5.3% | +126.1% | -120.8% | -36.8% |
| All | +958.0% | +1,544.3% | -586.2% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling