+644.6%
STM vs OXY
+6.5%
+638.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -7.8% | +3.6% | -11.4% | -8.5% |
| 3M | -28.2% | +7.1% | -35.3% | -29.6% |
| 6M | +52.0% | +15.7% | +36.3% | +45.0% |
| YTD | +96.4% | +50.1% | +46.3% | +75.8% |
| 1Y | +98.8% | +34.1% | +64.7% | +82.1% |
| 3Y | +18.3% | -1.5% | +19.7% | +14.7% |
| 5Y | +17.7% | +162.0% | -144.3% | -10.7% |
| All | +644.6% | +6.5% | +638.1% | +577.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling