-43.0%
ACN vs OXY
-1.9%
-41.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -6.3% | +0.6% | -7.0% | -6.4% |
| 30D | -1.4% | +4.5% | -5.9% | -1.9% |
| 3M | +2.6% | +8.9% | -6.3% | +1.3% |
| 6M | -14.3% | +12.5% | -26.8% | -15.8% |
| YTD | -33.1% | +50.5% | -83.6% | -36.8% |
| 1Y | -28.8% | +38.6% | -67.4% | -32.1% |
| All | -43.0% | -1.9% | -41.1% | -45.9% |
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