+95.7%
OXY vs AG
+3.1%
+92.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.3% | +7.3% | +2.5% |
| 7D | +3.6% | -6.0% | +9.7% | +4.1% |
| 30D | -5.3% | -14.3% | +9.1% | -4.2% |
| 3M | +0.2% | -26.9% | +27.1% | +2.6% |
| 6M | +4.7% | -42.1% | +46.9% | +9.3% |
| YTD | +44.0% | -15.9% | +59.9% | +40.7% |
| 1Y | +42.1% | +11.5% | +30.5% | +32.8% |
| 3Y | +1.2% | +208.0% | -206.8% | -25.0% |
| 5Y | +95.7% | +2.4% | +93.3% | +103.3% |
| All | +95.7% | +3.1% | +92.6% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling