+384.5%
ALAB vs OXY
+0.1%
+384.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +3.0% | +3.8% |
| 7D | +9.6% | +0.6% | +9.0% | +9.4% |
| 30D | -5.3% | +4.5% | -9.8% | -6.4% |
| 3M | -12.0% | +8.9% | -20.9% | -14.0% |
| 6M | +145.7% | +12.5% | +133.3% | +131.3% |
| YTD | +80.7% | +50.5% | +30.2% | +46.9% |
| 1Y | +40.1% | +38.6% | +1.5% | +17.8% |
| All | +384.5% | +0.1% | +384.4% | +422.1% |
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