+400.4%
ALAB vs OXY
-1.9%
+402.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.7% | +10.0% |
| 7D | +7.2% | +1.6% | +5.6% | +6.8% |
| 30D | -2.5% | +11.6% | -14.1% | -5.3% |
| 3M | -13.3% | +2.8% | -16.1% | -13.6% |
| 6M | +172.8% | +13.0% | +159.8% | +155.0% |
| YTD | +86.6% | +47.4% | +39.2% | +52.5% |
| 1Y | +65.2% | +31.5% | +33.7% | +42.1% |
| All | +400.4% | -1.9% | +402.3% | +441.9% |
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 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