+161.6%
OXY vs ALB
-43.9%
+205.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.6% |
| 7D | +0.6% | -8.6% | +9.2% | +2.3% |
| 30D | +4.5% | -4.0% | +8.6% | +5.2% |
| 3M | +8.9% | -17.4% | +26.3% | +12.4% |
| 6M | +12.5% | -25.4% | +37.8% | +17.1% |
| YTD | +50.5% | -10.5% | +61.0% | +49.5% |
| 1Y | +38.6% | +75.8% | -37.2% | +16.9% |
| 3Y | -1.2% | -28.5% | +27.3% | -4.6% |
| 5Y | +161.6% | -45.1% | +206.7% | +174.3% |
| All | +161.6% | -43.9% | +205.5% | +174.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling