+34.7%
OXY vs STLA
-40.1%
+74.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.4% | -3.8% | +5.2% | +1.0% |
| 30D | +4.0% | -3.1% | +7.2% | +3.7% |
| 3M | +7.6% | -19.6% | +27.2% | +5.2% |
| 6M | +16.2% | -23.5% | +39.7% | +12.3% |
| YTD | +50.8% | -51.5% | +102.3% | +46.9% |
| 1Y | +34.7% | -39.7% | +74.4% | +36.4% |
| All | +34.7% | -40.1% | +74.8% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling