+1,308.1%
OXY vs ADP
+12,480.3%
-11,172.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +4.2% | +2.2% | +2.0% | +3.2% |
| 30D | -4.3% | +10.6% | -14.9% | -8.7% |
| 3M | +2.3% | +12.9% | -10.6% | -3.4% |
| 6M | +5.5% | +50.6% | -45.1% | -12.7% |
| YTD | +44.9% | +23.2% | +21.7% | +29.7% |
| 1Y | +42.6% | +25.3% | +17.3% | +26.7% |
| 3Y | +0.7% | +47.1% | -46.4% | -17.6% |
| 5Y | +96.9% | +50.1% | +46.8% | +57.0% |
| 10Y | +18.8% | +323.6% | -304.8% | -37.1% |
| All | +1,308.1% | +12,480.3% | -11,172.2% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling