+22.5%
STM vs OXY
+150.1%
-127.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | -7.4% | +8.5% | -15.8% | -8.9% |
| 3M | -30.6% | +6.0% | -36.6% | -31.7% |
| 6M | +66.4% | +13.0% | +53.4% | +59.7% |
| YTD | +101.1% | +48.9% | +52.3% | +79.3% |
| 1Y | +97.4% | +36.4% | +61.0% | +79.1% |
| 3Y | +21.1% | -2.3% | +23.4% | +14.8% |
| 5Y | +22.5% | +160.6% | -138.2% | +5.2% |
| All | +22.5% | +150.1% | -127.6% | +5.2% |
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 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