+161.6%
OXY vs ADP
+43.9%
+117.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +0.6% | -5.7% | +6.3% | +2.5% |
| 30D | +4.5% | -3.1% | +7.6% | +5.4% |
| 3M | +8.9% | +15.6% | -6.7% | +3.2% |
| 6M | +12.5% | +20.8% | -8.3% | +4.6% |
| YTD | +50.5% | +4.7% | +45.7% | +47.1% |
| 1Y | +38.6% | -8.3% | +46.9% | +42.7% |
| 3Y | -1.2% | +13.6% | -14.8% | -7.2% |
| 5Y | +161.6% | +45.0% | +116.6% | +125.0% |
| All | +161.6% | +43.9% | +117.7% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling