+1,861.0%
OXY vs STZ
+9,621.1%
-7,760.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.6% | -1.9% | +3.5% | +2.1% |
| 30D | +11.6% | -1.9% | +13.5% | +11.9% |
| 3M | +2.8% | -6.2% | +9.0% | +4.1% |
| 6M | +13.0% | -14.0% | +27.1% | +16.4% |
| YTD | +47.4% | -5.1% | +52.5% | +47.6% |
| 1Y | +31.5% | -9.6% | +41.0% | +33.0% |
| 3Y | -1.9% | -47.2% | +45.3% | +12.0% |
| 5Y | +148.0% | -33.6% | +181.5% | +165.9% |
| 10Y | +2.3% | -9.8% | +12.0% | +3.7% |
| All | +1,861.0% | +9,621.1% | -7,760.1% | +909.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling