+1,362.5%
OXY vs XEL
+1,947.0%
-584.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | +4.5% | -0.9% | +5.4% | +4.7% |
| 3M | +8.9% | -1.4% | +10.3% | +9.2% |
| 6M | +12.5% | -5.8% | +18.3% | +13.9% |
| YTD | +50.5% | +4.7% | +45.8% | +47.4% |
| 1Y | +38.6% | +9.1% | +29.6% | +33.9% |
| 3Y | -1.2% | +47.8% | -49.1% | -14.8% |
| 5Y | +161.6% | +29.0% | +132.6% | +132.9% |
| 10Y | +5.3% | +154.0% | -148.7% | -26.3% |
| All | +1,362.5% | +1,947.0% | -584.4% | +456.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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