+5.9%
OXY vs Z
-6.2%
+12.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | +1.4% | -11.6% | +12.9% | +3.1% |
| 30D | +4.0% | -8.5% | +12.5% | +5.1% |
| 3M | +7.6% | -7.9% | +15.5% | +8.0% |
| 6M | +16.2% | -29.1% | +45.3% | +20.7% |
| YTD | +50.8% | -54.2% | +105.0% | +67.2% |
| 1Y | +34.7% | -63.5% | +98.2% | +54.6% |
| 3Y | -1.0% | -38.6% | +37.6% | +0.7% |
| 5Y | +163.2% | -66.0% | +229.2% | +182.0% |
| All | +5.9% | -6.2% | +12.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling