+1,251.3%
OXY vs SWKS
+9,235.4%
-7,984.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -11.9% | -6.2% | -5.8% | -11.4% |
| 30D | -3.1% | -1.5% | -1.7% | -3.0% |
| 3M | +1.1% | +23.0% | -21.9% | -1.2% |
| 6M | +3.2% | +27.6% | -24.4% | +0.1% |
| YTD | +39.0% | +32.3% | +6.7% | +33.9% |
| 1Y | +42.7% | +20.1% | +22.6% | +38.6% |
| 3Y | -3.5% | +0.6% | -4.2% | -5.9% |
| 5Y | +81.3% | -42.3% | +123.7% | +84.6% |
| 10Y | +11.2% | +35.9% | -24.7% | +5.9% |
| All | +1,251.3% | +9,235.4% | -7,984.1% | +882.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling