+2,285.7%
STM vs OXY
+1,629.3%
+656.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +5.8% | +1.6% | +4.2% | +5.2% |
| 30D | -1.0% | +11.6% | -12.6% | -4.7% |
| 3M | -33.3% | +2.8% | -36.1% | -34.4% |
| 6M | +57.4% | +13.0% | +44.3% | +47.7% |
| YTD | +102.2% | +47.4% | +54.8% | +72.7% |
| 1Y | +99.6% | +31.5% | +68.1% | +76.0% |
| 3Y | +14.5% | -1.9% | +16.5% | +10.0% |
| 5Y | +21.4% | +148.0% | -126.6% | -21.0% |
| 10Y | +695.0% | +2.3% | +692.7% | +459.9% |
| All | +2,285.7% | +1,629.3% | +656.5% | +724.6% |
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 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