-2.3%
OXY vs ALC
-15.5%
+13.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | -0.5% | -3.7% | +3.2% | +0.1% |
| 30D | +8.5% | -3.7% | +12.2% | +9.1% |
| 3M | +6.0% | +4.6% | +1.4% | +4.9% |
| 6M | +13.0% | -14.6% | +27.6% | +16.1% |
| YTD | +48.9% | -11.9% | +60.7% | +51.6% |
| 1Y | +36.4% | -13.1% | +49.6% | +39.2% |
| 3Y | -2.3% | -15.0% | +12.7% | +2.0% |
| All | -2.3% | -15.5% | +13.2% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling