+193.0%
ARM vs OXY
-12.0%
+205.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +6.9% |
| 7D | -5.3% | -8.2% | +2.8% | -4.1% |
| 30D | -30.0% | -7.2% | -22.8% | -29.3% |
| 3M | -34.1% | +0.2% | -34.3% | -34.5% |
| 6M | -12.6% | +6.1% | -18.8% | -14.9% |
| YTD | +70.4% | +37.5% | +32.9% | +42.5% |
| 1Y | +22.3% | +37.7% | -15.4% | +2.0% |
| 3Y | +261.2% | -2.8% | +263.9% | +228.4% |
| All | +193.0% | -12.0% | +205.0% | +172.7% |
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