+2,037.8%
STM vs OXY
+1,599.9%
+437.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +12.0% | +4.2% | +7.8% | +10.5% |
| 30D | -0.4% | -4.3% | +4.0% | +0.9% |
| 3M | -13.2% | +2.3% | -15.5% | -14.4% |
| 6M | -26.1% | +5.5% | -31.6% | -28.6% |
| YTD | +81.2% | +44.9% | +36.3% | +54.7% |
| 1Y | +98.3% | +42.6% | +55.7% | +70.0% |
| 3Y | +16.7% | +0.7% | +16.0% | +10.9% |
| 5Y | -4.8% | +96.9% | -101.7% | -32.7% |
| 10Y | +468.8% | +18.8% | +450.0% | +272.5% |
| All | +2,037.8% | +1,599.9% | +437.9% | +638.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling