+162.6%
OXY vs STZ
-38.7%
+201.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.6% | -6.0% | +6.7% | +2.0% |
| 30D | +4.5% | -8.9% | +13.4% | +6.5% |
| 3M | +8.9% | -12.6% | +21.5% | +11.9% |
| 6M | +12.5% | -17.2% | +29.7% | +16.4% |
| YTD | +50.5% | -10.0% | +60.5% | +51.3% |
| 1Y | +38.6% | -14.3% | +52.9% | +41.0% |
| 3Y | -1.2% | -49.9% | +48.7% | +15.8% |
| All | +162.6% | -38.7% | +201.2% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling