+17.3%
OXY vs STLA
-4.1%
+21.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +4.2% | -13.8% | +18.0% | +9.6% |
| 30D | -4.3% | -10.5% | +6.2% | -1.5% |
| 3M | +2.3% | -28.9% | +31.2% | +13.4% |
| 6M | +5.5% | -49.7% | +55.3% | +31.6% |
| YTD | +44.9% | -64.9% | +109.8% | +100.9% |
| 1Y | +42.6% | -64.0% | +106.6% | +94.4% |
| 3Y | +0.7% | -77.4% | +78.2% | +56.6% |
| 5Y | +96.9% | -74.4% | +171.3% | +169.0% |
| All | +17.3% | -4.1% | +21.4% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling