-15.9%
ACN vs OXY
+1.6%
-17.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -3.8% | +4.2% | -8.0% | -4.4% |
| 30D | +16.5% | -4.3% | +20.9% | +17.2% |
| 3M | +41.5% | +2.3% | +39.2% | +40.7% |
| 6M | +60.1% | +5.5% | +54.5% | +58.2% |
| YTD | -3.9% | +44.9% | -48.8% | -9.4% |
| 1Y | +4.1% | +42.6% | -38.5% | -1.6% |
| 3Y | -15.9% | +0.7% | -16.6% | -18.5% |
| All | -15.9% | +1.6% | -17.5% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling