+19.3%
OXY vs Z
+25.1%
-5.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | +1.6% | -3.0% | +4.6% | +2.0% |
| 30D | +11.6% | -4.2% | +15.8% | +11.9% |
| 3M | +2.8% | -3.7% | +6.5% | +2.6% |
| 6M | +13.0% | -24.5% | +37.6% | +16.4% |
| YTD | +47.4% | -49.3% | +96.7% | +60.8% |
| 1Y | +31.5% | -58.7% | +90.2% | +47.7% |
| 3Y | -1.9% | -34.1% | +32.2% | -1.1% |
| 5Y | +148.0% | -64.5% | +212.5% | +164.5% |
| 10Y | +2.3% | -0.5% | +2.7% | -19.4% |
| All | +19.3% | +25.1% | -5.8% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling