-6.7%
SBUX vs OXY
+160.1%
-166.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -5.5% | +2.8% | -8.3% | -5.9% |
| 30D | -8.5% | +5.5% | -13.9% | -9.2% |
| 3M | -2.9% | +11.3% | -14.2% | -4.6% |
| 6M | -1.5% | +11.6% | -13.1% | -3.9% |
| YTD | +19.4% | +51.6% | -32.2% | +10.3% |
| 1Y | +22.9% | +36.2% | -13.3% | +15.4% |
| 3Y | +11.3% | +1.7% | +9.6% | +6.8% |
| All | -6.7% | +160.1% | -166.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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