+19.3%
ARM vs OXY
+45.4%
-26.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.1% | -0.1% | -7.3% |
| 7D | -18.7% | -8.8% | -9.9% | -21.6% |
| 30D | -36.7% | -1.7% | -35.0% | -36.8% |
| 3M | -31.6% | +4.5% | -36.2% | -29.7% |
| 6M | -5.6% | -4.0% | -1.6% | -4.5% |
| YTD | +75.5% | +41.4% | +34.1% | +77.7% |
| 1Y | +19.3% | +45.9% | -26.6% | +24.2% |
| All | +19.3% | +45.4% | -26.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling