+1.0%
OXY vs STLA
-66.8%
+67.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.3% |
| 7D | +0.6% | +0.4% | +0.3% | +0.6% |
| 30D | +4.5% | -5.2% | +9.7% | +5.0% |
| 3M | +8.9% | -24.9% | +33.8% | +12.4% |
| 6M | +12.5% | -25.2% | +37.6% | +14.9% |
| YTD | +50.5% | -51.4% | +101.9% | +66.2% |
| 1Y | +38.6% | -40.7% | +79.3% | +43.6% |
| All | +1.0% | -66.8% | +67.8% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling