+161.6%
OXY vs ALC
-17.4%
+179.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.6% | -5.3% | +5.9% | +1.8% |
| 30D | +4.5% | -7.1% | +11.6% | +6.2% |
| 3M | +8.9% | +0.8% | +8.1% | +8.4% |
| 6M | +12.5% | -16.0% | +28.4% | +16.6% |
| YTD | +50.5% | -12.7% | +63.2% | +54.1% |
| 1Y | +38.6% | -12.8% | +51.4% | +41.7% |
| 3Y | -1.2% | -15.8% | +14.6% | +0.7% |
| 5Y | +161.6% | -16.7% | +178.3% | +164.4% |
| All | +161.6% | -17.4% | +179.1% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling