+150.5%
OXY vs USB
+40.0%
+110.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +1.6% | +1.4% | +0.1% | +1.1% |
| 30D | +11.6% | -1.3% | +12.9% | +12.0% |
| 3M | +2.8% | +15.2% | -12.4% | -2.5% |
| 6M | +13.0% | +18.8% | -5.8% | +5.3% |
| YTD | +47.4% | +21.0% | +26.4% | +35.7% |
| 1Y | +31.5% | +34.0% | -2.5% | +16.0% |
| 3Y | -1.9% | +95.3% | -97.3% | -27.1% |
| All | +150.5% | +40.0% | +110.4% | +95.0% |
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