+1.0%
OXY vs STZ
-49.9%
+50.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.6% | -6.0% | +6.7% | +1.5% |
| 30D | +4.5% | -8.9% | +13.4% | +5.8% |
| 3M | +8.9% | -12.6% | +21.5% | +10.8% |
| 6M | +12.5% | -17.2% | +29.7% | +15.0% |
| YTD | +50.5% | -10.0% | +60.5% | +50.5% |
| 1Y | +38.6% | -14.3% | +52.9% | +39.8% |
| All | +1.0% | -49.9% | +50.9% | +8.6% |
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