+17.3%
OXY vs Z
+7.8%
+9.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.1% |
| 7D | +4.2% | +0.8% | +3.4% | +4.0% |
| 30D | -4.3% | +5.2% | -9.5% | -5.6% |
| 3M | +2.3% | -17.0% | +19.3% | +4.1% |
| 6M | +5.5% | -22.7% | +28.2% | +7.9% |
| YTD | +44.9% | -56.3% | +101.2% | +60.2% |
| 1Y | +42.6% | -57.7% | +100.3% | +58.2% |
| 3Y | +0.7% | -16.5% | +17.3% | -3.4% |
| 5Y | +96.9% | -53.4% | +150.3% | +98.9% |
| 10Y | +18.8% | -15.9% | +34.7% | -4.8% |
| All | +17.3% | +7.8% | +9.5% | -9.5% |
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