+296.4%
ARM vs OXY
-5.7%
+302.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.9% | +4.1% |
| 7D | +5.5% | +1.6% | +3.9% | +5.1% |
| 30D | -8.2% | +11.6% | -19.8% | -10.3% |
| 3M | -35.9% | +2.8% | -38.7% | -36.2% |
| 6M | +103.1% | +13.0% | +90.1% | +91.0% |
| YTD | +130.6% | +47.4% | +83.2% | +91.2% |
| 1Y | +86.1% | +31.5% | +54.6% | +62.4% |
| All | +296.4% | -5.7% | +302.1% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling