+20.3%
ARM vs OXY
+36.6%
-16.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +6.3% |
| 7D | -5.3% | -8.2% | +2.8% | -8.5% |
| 30D | -30.0% | -7.2% | -22.8% | -31.8% |
| 3M | -34.1% | +0.2% | -34.3% | -33.3% |
| 6M | -12.6% | +6.1% | -18.8% | -8.6% |
| YTD | +70.4% | +37.5% | +32.9% | +69.1% |
| All | +20.3% | +36.6% | -16.3% | +21.9% |
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 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