+5.9%
OXY vs STZ
-10.3%
+16.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.6% |
| 7D | +1.4% | -4.1% | +5.5% | +3.2% |
| 30D | +4.0% | -7.6% | +11.6% | +7.5% |
| 3M | +7.6% | -12.3% | +19.9% | +13.5% |
| 6M | +16.2% | -16.3% | +32.5% | +23.9% |
| YTD | +50.8% | -8.4% | +59.2% | +52.2% |
| 1Y | +34.7% | -10.8% | +45.5% | +37.2% |
| 3Y | -1.0% | -49.0% | +48.0% | +31.4% |
| 5Y | +163.2% | -36.5% | +199.7% | +196.7% |
| All | +5.9% | -10.3% | +16.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling