+15.7%
OXY vs USB
+84.9%
-69.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.2% | -0.5% | +0.4% | +0.2% |
| 30D | -6.4% | +5.7% | -12.1% | -10.4% |
| 3M | -2.6% | -4.7% | +2.1% | +0.1% |
| 6M | +4.8% | +13.4% | -8.6% | -6.3% |
| YTD | +41.2% | +17.0% | +24.2% | +20.8% |
| 1Y | +39.5% | +32.4% | +7.1% | +8.3% |
| 3Y | -0.8% | +101.7% | -102.5% | -48.6% |
| 5Y | +91.6% | +24.4% | +67.1% | +40.6% |
| 10Y | +15.7% | +83.6% | -67.8% | -32.5% |
| All | +15.7% | +84.9% | -69.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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