+162.0%
OXY vs Z
-66.6%
+228.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | 0.0% |
| 7D | +0.9% | -11.6% | +12.5% | +1.8% |
| 30D | +3.6% | -8.5% | +12.0% | +4.1% |
| 3M | +7.1% | -7.9% | +15.0% | +7.4% |
| 6M | +15.7% | -29.1% | +44.7% | +18.1% |
| YTD | +50.1% | -54.2% | +104.3% | +59.7% |
| 1Y | +34.1% | -63.5% | +97.6% | +46.0% |
| 3Y | -1.5% | -38.6% | +37.1% | +0.2% |
| 5Y | +162.0% | -66.0% | +228.0% | +160.2% |
| All | +162.0% | -66.6% | +228.5% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling