+257.6%
ALAB vs OXY
-3.6%
+261.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +16.3% | +4.2% | +12.1% | +15.4% |
| 30D | -26.1% | -4.3% | -21.8% | -25.5% |
| 3M | -31.3% | +2.3% | -33.6% | -32.0% |
| 6M | -1.0% | +5.5% | -6.5% | -3.3% |
| YTD | +33.3% | +44.9% | -11.5% | +8.9% |
| 1Y | +53.5% | +42.6% | +10.9% | +26.1% |
| All | +257.6% | -3.6% | +261.2% | +287.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling