+77.6%
OXY vs USB
+26.3%
+51.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.9% |
| 7D | -8.2% | +0.8% | -8.9% | -8.4% |
| 30D | -7.2% | +6.8% | -14.0% | -9.2% |
| 3M | +0.2% | -3.8% | +4.0% | +1.2% |
| 6M | +6.1% | +11.7% | -5.6% | +1.7% |
| YTD | +37.5% | +17.5% | +20.0% | +28.4% |
| 1Y | +37.7% | +33.8% | +3.9% | +22.4% |
| 3Y | -2.8% | +104.2% | -107.0% | -27.0% |
| 5Y | +77.6% | +26.4% | +51.2% | +54.9% |
| All | +77.6% | +26.3% | +51.3% | +54.9% |
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