+1,624.9%
OXY vs STRL
+19,359.6%
-17,734.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.3% |
| 7D | +1.6% | +3.4% | -1.8% | +1.4% |
| 30D | +11.6% | -9.2% | +20.8% | +12.1% |
| 3M | +2.8% | -51.0% | +53.9% | +6.6% |
| 6M | +13.0% | +15.8% | -2.7% | +9.8% |
| YTD | +47.4% | +58.9% | -11.5% | +40.0% |
| 1Y | +31.5% | +68.5% | -37.0% | +23.8% |
| 3Y | -1.9% | +485.2% | -487.2% | -16.2% |
| 5Y | +148.0% | +2,005.1% | -1,857.1% | +94.6% |
| 10Y | +2.3% | +7,118.0% | -7,115.7% | -24.7% |
| All | +1,624.9% | +19,359.6% | -17,734.7% | +1,146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling