+214.2%
ARM vs OXY
-7.8%
+222.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.1% |
| 7D | +19.8% | +3.6% | +16.2% | +19.2% |
| 30D | -21.8% | -5.3% | -16.5% | -21.2% |
| 3M | -26.5% | +0.2% | -26.7% | -26.8% |
| 6M | -3.9% | +4.7% | -8.7% | -5.5% |
| YTD | +82.8% | +44.0% | +38.8% | +51.7% |
| 1Y | +34.3% | +42.1% | -7.7% | +12.0% |
| 3Y | +282.2% | +1.2% | +281.0% | +245.5% |
| All | +214.2% | -7.8% | +222.0% | +190.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling