+23.2%
OXY vs STLA
+263.8%
-240.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | +1.6% | +2.6% | -1.0% | +0.9% |
| 30D | +11.6% | -1.2% | +12.8% | +11.6% |
| 3M | +2.8% | -24.8% | +27.6% | +9.5% |
| 6M | +13.0% | -25.6% | +38.6% | +19.1% |
| YTD | +47.4% | -48.9% | +96.3% | +69.1% |
| 1Y | +31.5% | -38.8% | +70.2% | +41.5% |
| 3Y | -1.9% | -64.5% | +62.6% | +18.3% |
| 5Y | +148.0% | -62.4% | +210.4% | +185.9% |
| 10Y | +2.3% | +55.4% | -53.1% | -9.3% |
| All | +23.2% | +263.8% | -240.6% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling