-1.8%
OXY vs ALC
+2.0%
-3.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | -0.2% | -6.3% | +6.1% | +0.7% |
| 30D | -6.4% | +12.6% | -19.0% | -8.2% |
| 3M | -2.6% | -3.8% | +1.2% | -2.1% |
| 6M | +4.8% | +16.8% | -12.1% | +1.4% |
| YTD | +41.2% | -7.6% | +48.8% | +42.5% |
| 1Y | +39.5% | -5.9% | +45.4% | +40.1% |
| All | -1.8% | +2.0% | -3.9% | -3.2% |
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