+391.7%
APP vs OXY
+153.7%
+237.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.4% |
| 7D | +0.9% | +1.6% | -0.7% | +0.6% |
| 30D | -23.3% | +11.6% | -34.9% | -24.9% |
| 3M | -42.6% | +2.8% | -45.4% | -43.2% |
| 6M | -33.6% | +13.0% | -46.7% | -36.1% |
| YTD | -52.4% | +47.4% | -99.8% | -57.1% |
| 1Y | -35.9% | +31.5% | -67.4% | -40.7% |
| 3Y | +642.2% | -1.9% | +644.2% | +617.0% |
| 5Y | +311.1% | +148.0% | +163.1% | +242.7% |
| All | +391.7% | +153.7% | +237.9% | +290.9% |
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