+644.6%
STM vs OXY
+7.0%
+637.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -1.1% | +1.4% | -2.4% | -1.4% |
| 30D | -7.8% | +4.0% | -11.8% | -8.6% |
| 3M | -28.2% | +7.6% | -35.8% | -29.7% |
| 6M | +52.0% | +16.2% | +35.8% | +44.9% |
| YTD | +96.4% | +50.8% | +45.6% | +75.7% |
| 1Y | +98.8% | +34.7% | +64.1% | +81.9% |
| 3Y | +18.3% | -1.0% | +19.3% | +14.6% |
| 5Y | +17.7% | +163.2% | -145.5% | -10.8% |
| All | +644.6% | +7.0% | +637.6% | +576.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling