+95.7%
OXY vs USB
+24.1%
+71.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +3.6% | +1.2% | +2.4% | +3.2% |
| 30D | -5.3% | +6.3% | -11.6% | -7.2% |
| 3M | +0.2% | -6.1% | +6.3% | +1.9% |
| 6M | +4.7% | +13.0% | -8.3% | 0.0% |
| YTD | +44.0% | +16.6% | +27.5% | +34.8% |
| 1Y | +42.1% | +31.1% | +10.9% | +27.1% |
| 3Y | +1.2% | +100.9% | -99.7% | -23.7% |
| 5Y | +95.7% | +24.5% | +71.2% | +74.0% |
| All | +95.7% | +24.1% | +71.6% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling