+162.0%
OXY vs AA
+5.3%
+156.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +1.0% |
| 7D | +0.9% | -5.4% | +6.3% | +2.3% |
| 30D | +3.6% | -10.7% | +14.2% | +6.3% |
| 3M | +7.1% | -26.2% | +33.3% | +14.7% |
| 6M | +15.7% | -20.9% | +36.6% | +19.6% |
| YTD | +50.1% | -8.6% | +58.8% | +47.6% |
| 1Y | +34.1% | +57.4% | -23.3% | +10.8% |
| 3Y | -1.5% | +77.8% | -79.3% | -27.3% |
| 5Y | +162.0% | +2.7% | +159.3% | +124.8% |
| All | +162.0% | +5.3% | +156.6% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling