+6.1%
OXY vs ALC
+17.1%
-10.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.9% |
| 7D | +0.9% | -7.7% | +8.6% | +4.3% |
| 30D | +3.6% | -11.7% | +15.2% | +8.9% |
| 3M | +7.1% | +0.7% | +6.4% | +6.2% |
| 6M | +15.7% | -17.1% | +32.7% | +23.5% |
| YTD | +50.1% | -15.1% | +65.3% | +58.1% |
| 1Y | +34.1% | -14.1% | +48.2% | +39.9% |
| 3Y | -1.5% | -18.2% | +16.7% | +1.4% |
| 5Y | +162.0% | -19.2% | +181.1% | +163.8% |
| All | +6.1% | +17.1% | -10.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling