+39.5%
OXY vs USB
+32.1%
+7.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.2% | -0.5% | +0.4% | -0.3% |
| 30D | -6.4% | +5.7% | -12.1% | -5.0% |
| 3M | -2.6% | -4.7% | +2.1% | -4.0% |
| 6M | +4.8% | +13.4% | -8.6% | +9.1% |
| YTD | +41.2% | +17.0% | +24.2% | +45.5% |
| 1Y | +39.5% | +32.4% | +7.1% | +38.6% |
| All | +39.5% | +32.1% | +7.3% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling