+36.9%
OXY vs ADVB
-88.8%
+125.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.1% |
| 7D | -0.5% | -14.0% | +13.5% | -0.2% |
| 30D | +8.5% | +41.0% | -32.5% | +7.5% |
| 3M | +6.0% | +127.9% | -121.9% | +2.6% |
| 6M | +13.0% | +101.3% | -88.4% | +8.2% |
| YTD | +48.9% | +53.8% | -4.9% | +43.7% |
| 1Y | +36.4% | +4.4% | +32.0% | +32.8% |
| All | +36.9% | -88.8% | +125.7% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling