+96.5%
STM vs OXY
+45.4%
+51.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.1% | -0.9% | -7.2% |
| 7D | -6.0% | -8.8% | +2.8% | -7.9% |
| 30D | -20.9% | -1.7% | -19.3% | -21.1% |
| 3M | -15.8% | +4.5% | -20.3% | -14.6% |
| 6M | -17.0% | -4.0% | -13.0% | -16.3% |
| YTD | +76.8% | +41.4% | +35.4% | +71.7% |
| 1Y | +96.5% | +45.9% | +50.6% | +91.5% |
| All | +96.5% | +45.4% | +51.1% | +91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling