-3.5%
OXY vs STLD
+105.6%
-109.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | -11.9% | -11.1% | -0.8% | -9.3% |
| 30D | -3.1% | -4.8% | +1.6% | -2.1% |
| 3M | +1.1% | -14.6% | +15.6% | +4.7% |
| 6M | +3.2% | -7.4% | +10.6% | +4.1% |
| YTD | +39.0% | +32.6% | +6.5% | +24.3% |
| 1Y | +42.7% | +47.3% | -4.6% | +22.8% |
| 3Y | -3.5% | +107.5% | -111.1% | -27.9% |
| All | -3.5% | +105.6% | -109.2% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling