+4.7%
OXY vs ALC
+14.9%
-10.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +1.8% |
| 7D | +3.6% | -6.2% | +9.8% | +2.1% |
| 30D | -5.3% | +14.0% | -19.3% | -3.3% |
| 3M | +0.2% | -2.4% | +2.6% | +0.1% |
| 6M | +4.7% | +12.6% | -7.9% | +9.3% |
| All | +4.7% | +14.9% | -10.1% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling