+311.3%
ARM vs OXY
-4.7%
+316.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | +11.4% | -0.5% | +11.9% | +11.5% |
| 30D | -7.4% | +8.5% | -15.9% | -9.0% |
| 3M | -24.5% | +6.0% | -30.5% | -25.5% |
| 6M | +128.7% | +13.0% | +115.7% | +115.6% |
| YTD | +139.3% | +48.9% | +90.4% | +98.0% |
| 1Y | +88.0% | +36.4% | +51.5% | +61.6% |
| All | +311.3% | -4.7% | +316.0% | +278.9% |
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 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