+17.3%
OXY vs STLD
+761.4%
-744.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +2.2% |
| 7D | +4.2% | +2.9% | +1.3% | +2.6% |
| 30D | -4.3% | -5.6% | +1.2% | -2.0% |
| 3M | +2.3% | -11.7% | +14.0% | +7.5% |
| 6M | +5.5% | -2.8% | +8.3% | +4.2% |
| YTD | +44.9% | +36.4% | +8.4% | +17.3% |
| 1Y | +42.6% | +50.0% | -7.4% | +9.5% |
| 3Y | +0.7% | +122.3% | -121.6% | -41.4% |
| 5Y | +96.9% | +273.2% | -176.4% | -25.6% |
| All | +17.3% | +761.4% | -744.1% | -73.5% |
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