+31.5%
OXY vs ADVB
+5.8%
+25.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +1.6% | -3.8% | +5.4% | +1.6% |
| 30D | +11.6% | +17.6% | -6.0% | +11.1% |
| 3M | +2.8% | +119.1% | -116.3% | +1.3% |
| 6M | +13.0% | +103.4% | -90.3% | +10.4% |
| YTD | +47.4% | +59.8% | -12.5% | +44.3% |
| 1Y | +31.5% | +8.5% | +22.9% | +26.9% |
| All | +31.5% | +5.8% | +25.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling