+1,059.0%
OXY vs STLD
+8,177.9%
-7,118.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.9% |
| 7D | -8.2% | -9.7% | +1.5% | -4.8% |
| 30D | -7.2% | -4.5% | -2.7% | -5.9% |
| 3M | +0.2% | -13.1% | +13.3% | +4.6% |
| 6M | +6.1% | -2.8% | +8.9% | +5.4% |
| YTD | +37.5% | +35.3% | +2.2% | +19.7% |
| 1Y | +37.7% | +51.4% | -13.7% | +14.8% |
| 3Y | -2.8% | +117.9% | -120.7% | -31.1% |
| 5Y | +77.6% | +272.6% | -194.9% | -1.2% |
| 10Y | +9.5% | +782.2% | -772.7% | -54.5% |
| All | +1,059.0% | +8,177.9% | -7,118.9% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling