+2.0%
OXY vs ALLE
+148.2%
-146.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | -0.5% | +2.8% | -3.3% | -2.0% |
| 30D | +8.5% | -7.6% | +16.1% | +12.9% |
| 3M | +6.0% | +22.8% | -16.8% | -7.1% |
| 6M | +13.0% | +4.6% | +8.4% | +7.2% |
| YTD | +48.9% | -1.2% | +50.1% | +45.2% |
| 1Y | +36.4% | -9.1% | +45.5% | +39.3% |
| 3Y | -2.3% | +50.0% | -52.3% | -30.0% |
| 5Y | +160.6% | +15.2% | +145.4% | +116.9% |
| 10Y | +2.0% | +151.1% | -149.1% | -39.5% |
| All | +2.0% | +148.2% | -146.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling