+161.6%
OXY vs STT
+158.4%
+3.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +1.0% | -0.3% | +0.3% |
| 30D | +4.5% | +2.8% | +1.7% | +3.4% |
| 3M | +8.9% | +18.1% | -9.2% | +2.2% |
| 6M | +12.5% | +59.2% | -46.8% | -6.2% |
| YTD | +50.5% | +51.5% | -1.0% | +27.4% |
| 1Y | +38.6% | +75.7% | -37.1% | +10.1% |
| 3Y | -1.2% | +200.8% | -202.0% | -37.2% |
| 5Y | +161.6% | +155.8% | +5.9% | +52.9% |
| All | +161.6% | +158.4% | +3.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 5y: compounded portfolio wealth divided by compounded STT 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…
5y analysis · Full analysis span regression · 6 months rolling