+161.6%
OXY vs STLA
-63.2%
+224.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.4% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | +4.5% | -5.2% | +9.7% | +5.3% |
| 3M | +8.9% | -24.9% | +33.8% | +13.9% |
| 6M | +12.5% | -25.2% | +37.6% | +16.2% |
| YTD | +50.5% | -51.4% | +101.9% | +69.8% |
| 1Y | +38.6% | -40.7% | +79.3% | +46.4% |
| 3Y | -1.2% | -66.3% | +65.0% | +14.6% |
| 5Y | +161.6% | -63.2% | +224.9% | +184.2% |
| All | +161.6% | -63.2% | +224.8% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling