+54.0%
UNP vs OXY
+157.9%
-104.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -1.2% | +1.4% | -2.5% | -1.4% |
| 30D | -2.0% | +4.0% | -6.0% | -2.6% |
| 3M | +7.5% | +7.6% | -0.1% | +6.2% |
| 6M | +15.3% | +16.2% | -0.9% | +11.8% |
| YTD | +25.4% | +50.8% | -25.4% | +16.1% |
| 1Y | +35.6% | +34.7% | +0.9% | +27.7% |
| 3Y | +44.1% | -1.0% | +45.2% | +40.1% |
| 5Y | +54.0% | +163.2% | -109.2% | +28.8% |
| All | +54.0% | +157.9% | -104.0% | +28.8% |
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