+1.8%
OXY vs ALC
+26.4%
-24.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | +3.6% | -6.2% | +9.8% | +6.2% |
| 30D | -5.3% | +14.0% | -19.3% | -10.8% |
| 3M | +0.2% | -2.4% | +2.6% | +0.5% |
| 6M | +4.7% | +12.6% | -7.9% | -1.9% |
| YTD | +44.0% | -8.4% | +52.4% | +46.0% |
| 1Y | +42.1% | -9.1% | +51.2% | +44.3% |
| 3Y | +1.2% | -0.3% | +1.5% | -6.1% |
| 5Y | +95.7% | -9.9% | +105.6% | +85.7% |
| All | +1.8% | +26.4% | -24.6% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling