+4.7%
OXY vs AG
-39.1%
+43.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.3% | +7.3% | +1.3% |
| 7D | +3.6% | -6.0% | +9.7% | +2.8% |
| 30D | -5.3% | -14.3% | +9.1% | -6.5% |
| 3M | +0.2% | -26.9% | +27.1% | -2.4% |
| 6M | +4.7% | -42.1% | +46.9% | +1.0% |
| All | +4.7% | -39.1% | +43.8% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling