+1,811.0%
OXY vs ALB
+2,640.9%
-829.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.7% |
| 7D | +2.8% | -6.6% | +9.5% | +5.2% |
| 30D | +5.5% | -8.1% | +13.6% | +8.2% |
| 3M | +11.3% | -25.7% | +37.0% | +22.3% |
| 6M | +11.6% | -29.5% | +41.1% | +21.9% |
| YTD | +51.6% | -16.2% | +67.8% | +53.2% |
| 1Y | +36.2% | +59.2% | -23.0% | +6.3% |
| 3Y | +1.7% | -33.7% | +35.4% | -2.4% |
| 5Y | +164.5% | -48.1% | +212.6% | +157.8% |
| 10Y | +6.1% | +75.4% | -69.4% | -38.3% |
| All | +1,811.0% | +2,640.9% | -829.8% | +490.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling