+42.1%
OXY vs STLD
+55.9%
-13.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +3.6% | +6.9% | -3.2% | +3.1% |
| 30D | -5.3% | -1.5% | -3.8% | -5.2% |
| 3M | +0.2% | -9.7% | +9.9% | +0.6% |
| 6M | +4.7% | +2.3% | +2.4% | +5.1% |
| YTD | +44.0% | +41.0% | +3.0% | +37.9% |
| 1Y | +42.1% | +51.8% | -9.8% | +34.2% |
| All | +42.1% | +55.9% | -13.9% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling