+520.8%
APP vs OXY
+143.0%
+377.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | +48.9% | -0.2% | +49.1% | +48.9% |
| 30D | +49.4% | -6.4% | +55.8% | +50.5% |
| 3M | +27.0% | -2.6% | +29.7% | +26.8% |
| 6M | -15.4% | +4.8% | -20.2% | -17.2% |
| YTD | -39.9% | +41.2% | -81.1% | -45.7% |
| 1Y | -32.0% | +39.5% | -71.5% | -38.4% |
| 3Y | +824.3% | -0.8% | +825.2% | +787.8% |
| 5Y | +252.4% | +91.6% | +160.9% | +205.7% |
| All | +520.8% | +143.0% | +377.8% | +394.5% |
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