+0.7%
OXY vs ADP
+46.4%
-45.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +4.2% | +2.2% | +2.0% | +3.7% |
| 30D | -4.3% | +10.6% | -14.9% | -6.6% |
| 3M | +2.3% | +12.9% | -10.6% | -0.8% |
| 6M | +5.5% | +50.6% | -45.1% | -5.0% |
| YTD | +44.9% | +23.2% | +21.7% | +37.6% |
| 1Y | +42.6% | +25.3% | +17.3% | +34.7% |
| 3Y | +0.7% | +47.1% | -46.4% | -2.6% |
| All | +0.7% | +46.4% | -45.7% | -2.6% |
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