-2.3%
OXY vs STRL
+531.3%
-533.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +1.0% |
| 7D | -0.5% | +10.1% | -10.6% | -0.5% |
| 30D | +8.5% | -8.2% | +16.7% | +8.5% |
| 3M | +6.0% | -43.7% | +49.7% | +6.2% |
| 6M | +13.0% | +27.1% | -14.1% | +11.3% |
| YTD | +48.9% | +64.0% | -15.1% | +44.5% |
| 1Y | +36.4% | +75.2% | -38.7% | +30.4% |
| 3Y | -2.3% | +539.9% | -542.2% | -18.0% |
| All | -2.3% | +531.3% | -533.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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