+123.8%
STX vs OXY
+45.4%
+78.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.1% | -3.0% | -9.1% |
| 7D | -20.2% | -8.8% | -11.4% | -21.8% |
| 30D | -37.2% | -1.7% | -35.5% | -37.1% |
| 3M | -34.1% | +4.5% | -38.6% | -32.9% |
| 6M | -24.5% | -4.0% | -20.5% | -25.7% |
| YTD | +102.9% | +41.4% | +61.6% | +131.4% |
| 1Y | +123.8% | +45.9% | +77.9% | +163.3% |
| All | +123.8% | +45.4% | +78.4% | +163.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling