+0.7%
OXY vs STZ
-34.9%
+35.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +4.2% | +2.6% | +1.6% | +3.9% |
| 30D | -4.3% | +15.2% | -19.5% | -6.3% |
| 3M | +2.3% | +7.6% | -5.4% | +1.0% |
| 6M | +5.5% | +5.3% | +0.3% | +4.4% |
| YTD | +44.9% | +8.6% | +36.2% | +40.8% |
| 1Y | +42.6% | +15.6% | +27.0% | +36.6% |
| 3Y | +0.7% | -35.2% | +35.9% | +3.8% |
| All | +0.7% | -34.9% | +35.6% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling