+115.1%
OXY vs AG
+255.2%
-140.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | +4.2% | -10.0% | +14.2% | +5.8% |
| 30D | -4.3% | -10.5% | +6.2% | -3.1% |
| 3M | +2.3% | -27.3% | +29.5% | +6.4% |
| 6M | +5.5% | -43.0% | +48.5% | +12.6% |
| YTD | +44.9% | -17.9% | +62.8% | +41.9% |
| 1Y | +42.6% | +11.9% | +30.7% | +31.8% |
| 3Y | +0.7% | +201.8% | -201.1% | -26.6% |
| 5Y | +96.9% | -0.1% | +96.9% | +66.7% |
| 10Y | +18.8% | +72.7% | -53.9% | -19.9% |
| All | +115.1% | +255.2% | -140.0% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling