+228.9%
ARM vs OXY
-5.9%
+234.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -15.2% | -11.9% | -3.3% | -13.6% |
| 30D | -40.7% | -3.1% | -37.5% | -40.4% |
| 3M | -39.1% | +1.1% | -40.2% | -39.6% |
| 6M | -26.4% | +3.2% | -29.6% | -27.6% |
| YTD | +59.7% | +39.0% | +20.7% | +32.9% |
| 1Y | +10.3% | +42.7% | -32.3% | -9.7% |
| 3Y | +228.9% | -3.5% | +232.4% | +192.3% |
| All | +228.9% | -5.9% | +234.8% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling