+185.4%
ARM vs OXY
-10.2%
+195.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.9% |
| 7D | -10.4% | -5.8% | -4.5% | -9.5% |
| 30D | -31.8% | -5.3% | -26.5% | -31.3% |
| 3M | -32.2% | -2.5% | -29.7% | -32.2% |
| 6M | -14.9% | +8.3% | -23.2% | -17.4% |
| YTD | +66.0% | +40.3% | +25.7% | +38.4% |
| 1Y | +17.2% | +38.8% | -21.6% | -2.0% |
| 3Y | +247.2% | -1.4% | +248.6% | +215.1% |
| All | +185.4% | -10.2% | +195.6% | +164.8% |
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