+1,623.2%
ACN vs OXY
+828.3%
+794.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.3% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +1.9% | +8.5% | -6.6% | 0.0% |
| 3M | +3.9% | +6.0% | -2.1% | +2.3% |
| 6M | -15.0% | +13.0% | -28.0% | -18.0% |
| YTD | -31.9% | +48.9% | -80.8% | -38.5% |
| 1Y | -28.5% | +36.4% | -64.9% | -34.4% |
| 3Y | -41.9% | -2.3% | -39.6% | -43.5% |
| 5Y | -42.9% | +160.6% | -203.5% | -58.2% |
| 10Y | +88.7% | +2.0% | +86.8% | +47.3% |
| All | +1,623.2% | +828.3% | +794.9% | +430.0% |
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