+5.9%
OXY vs AG
+73.4%
-67.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.8% |
| 7D | +1.4% | -5.8% | +7.2% | +2.0% |
| 30D | +4.0% | +6.4% | -2.3% | +3.1% |
| 3M | +7.6% | +28.4% | -20.8% | +3.7% |
| 6M | +16.2% | -24.5% | +40.7% | +18.1% |
| YTD | +50.8% | +21.2% | +29.6% | +42.6% |
| 1Y | +34.7% | +114.1% | -79.4% | +16.5% |
| 3Y | -1.0% | +268.0% | -269.1% | -24.5% |
| 5Y | +163.2% | +67.3% | +95.9% | +118.2% |
| All | +5.9% | +73.4% | -67.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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