+2.0%
OXY vs SWKS
+30.1%
-28.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -0.5% | +11.8% | -12.3% | -4.2% |
| 30D | +8.5% | +6.7% | +1.7% | +6.0% |
| 3M | +6.0% | 0.0% | +6.0% | +4.5% |
| 6M | +13.0% | +38.7% | -25.8% | -2.4% |
| YTD | +48.9% | +21.4% | +27.5% | +34.0% |
| 1Y | +36.4% | +2.9% | +33.5% | +29.1% |
| 3Y | -2.3% | -16.4% | +14.1% | -6.5% |
| 5Y | +160.6% | -51.2% | +211.8% | +199.3% |
| 10Y | +2.0% | +31.0% | -29.0% | -19.9% |
| All | +2.0% | +30.1% | -28.1% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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