+1.0%
OXY vs ADP
+13.6%
-12.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.6% | -5.7% | +6.3% | +2.0% |
| 30D | +4.5% | -3.1% | +7.6% | +5.2% |
| 3M | +8.9% | +15.6% | -6.7% | +4.7% |
| 6M | +12.5% | +20.8% | -8.3% | +6.5% |
| YTD | +50.5% | +4.7% | +45.7% | +48.4% |
| 1Y | +38.6% | -8.3% | +46.9% | +43.1% |
| All | +1.0% | +13.6% | -12.6% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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