+9,738.8%
UNP vs OXY
+1,338.2%
+8,400.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +4.2% | +4.2% | 0.0% | +3.1% |
| 30D | +5.6% | -4.3% | +9.9% | +6.6% |
| 3M | +2.0% | +2.3% | -0.3% | +1.0% |
| 6M | +15.4% | +5.5% | +9.9% | +12.7% |
| YTD | +32.7% | +44.9% | -12.2% | +17.8% |
| 1Y | +39.4% | +42.6% | -3.2% | +24.2% |
| 3Y | +54.3% | +0.7% | +53.6% | +48.1% |
| 5Y | +39.6% | +96.9% | -57.2% | +5.2% |
| 10Y | +288.9% | +18.8% | +270.1% | +173.8% |
| All | +9,738.8% | +1,338.2% | +8,400.5% | +3,854.2% |
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 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