+0.7%
OXY vs SWKS
+11.3%
-10.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +4.2% | +9.4% | -5.2% | +2.7% |
| 30D | -4.3% | +17.0% | -21.3% | -6.8% |
| 3M | +2.3% | +28.9% | -26.6% | -2.6% |
| 6M | +5.5% | +33.1% | -27.6% | -1.2% |
| YTD | +44.9% | +44.8% | +0.1% | +32.2% |
| 1Y | +42.6% | +36.2% | +6.4% | +32.0% |
| 3Y | +0.7% | +11.5% | -10.7% | -16.1% |
| All | +0.7% | +11.3% | -10.5% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling