+1.0%
OXY vs Z
-37.2%
+38.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +0.6% | -7.1% | +7.7% | +0.9% |
| 30D | +4.5% | -4.8% | +9.3% | +4.6% |
| 3M | +8.9% | -9.3% | +18.2% | +9.2% |
| 6M | +12.5% | -29.0% | +41.4% | +14.3% |
| YTD | +50.5% | -52.9% | +103.4% | +59.0% |
| 1Y | +38.6% | -63.1% | +101.7% | +50.6% |
| All | +1.0% | -37.2% | +38.2% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling