+5.3%
OXY vs STLD
+1,092.9%
-1,087.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.6% | -2.8% | +3.4% | +2.1% |
| 30D | +4.5% | -10.4% | +14.9% | +9.6% |
| 3M | +8.9% | -10.6% | +19.5% | +13.5% |
| 6M | +12.5% | +32.7% | -20.2% | -6.1% |
| YTD | +50.5% | +42.8% | +7.7% | +20.2% |
| 1Y | +38.6% | +86.9% | -48.3% | -5.1% |
| 3Y | -1.2% | +143.8% | -145.1% | -44.8% |
| 5Y | +161.6% | +293.5% | -131.9% | -1.8% |
| 10Y | +5.3% | +1,122.7% | -1,117.4% | -78.8% |
| All | +5.3% | +1,092.9% | -1,087.6% | -78.8% |
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