+13.7%
OXY vs STLD
+804.7%
-791.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.7% | +0.2% |
| 7D | -5.8% | -4.7% | -1.2% | -3.7% |
| 30D | -5.3% | -0.9% | -4.4% | -5.2% |
| 3M | -2.5% | -11.9% | +9.3% | +2.6% |
| 6M | +8.3% | +0.9% | +7.4% | +4.9% |
| YTD | +40.3% | +40.4% | -0.1% | +12.1% |
| 1Y | +38.8% | +56.6% | -17.7% | +4.3% |
| 3Y | -1.4% | +125.5% | -126.9% | -42.9% |
| 5Y | +92.2% | +292.8% | -200.6% | -29.4% |
| 10Y | +13.7% | +787.1% | -773.4% | -74.9% |
| All | +13.7% | +804.7% | -791.0% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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