+1,332.5%
OXY vs USB
+8,537.0%
-7,204.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +1.6% | +1.4% | +0.1% | +1.0% |
| 30D | +11.6% | -1.3% | +12.9% | +12.0% |
| 3M | +2.8% | +15.2% | -12.4% | -3.0% |
| 6M | +13.0% | +18.8% | -5.8% | +4.7% |
| YTD | +47.4% | +21.0% | +26.4% | +35.0% |
| 1Y | +31.5% | +34.0% | -2.5% | +15.6% |
| 3Y | -1.9% | +95.3% | -97.3% | -26.9% |
| 5Y | +148.0% | +40.4% | +107.6% | +105.4% |
| 10Y | +2.3% | +107.3% | -105.1% | -20.7% |
| All | +1,332.5% | +8,537.0% | -7,204.5% | +567.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling