-2.3%
OXY vs ALB
-27.5%
+25.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | -0.5% | -4.4% | +3.9% | +0.2% |
| 30D | +8.5% | -1.2% | +9.7% | +8.6% |
| 3M | +6.0% | -13.3% | +19.3% | +7.9% |
| 6M | +13.0% | -19.8% | +32.7% | +15.3% |
| YTD | +48.9% | -7.9% | +56.8% | +47.2% |
| 1Y | +36.4% | +60.2% | -23.7% | +20.2% |
| 3Y | -2.3% | -26.4% | +24.1% | -11.3% |
| All | -2.3% | -27.5% | +25.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling