-43.5%
ACN vs OXY
+157.9%
-201.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -7.9% | +1.4% | -9.2% | -8.0% |
| 30D | -1.1% | +4.0% | -5.1% | -1.6% |
| 3M | +5.6% | +7.6% | -2.0% | +4.5% |
| 6M | -9.9% | +16.2% | -26.1% | -11.9% |
| YTD | -32.3% | +50.8% | -83.1% | -36.1% |
| 1Y | -25.3% | +34.7% | -60.0% | -28.5% |
| 3Y | -42.3% | -1.0% | -41.2% | -43.4% |
| 5Y | -43.5% | +163.2% | -206.7% | -48.8% |
| All | -43.5% | +157.9% | -201.4% | -48.8% |
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