+0.7%
OXY vs ALLE
+94.0%
-93.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +4.2% | +3.6% | +0.6% | +3.8% |
| 30D | -4.3% | +25.9% | -30.2% | -6.9% |
| 3M | +2.3% | +15.8% | -13.5% | +0.5% |
| 6M | +5.5% | +48.1% | -42.5% | -0.8% |
| YTD | +44.9% | +22.0% | +22.9% | +42.7% |
| 1Y | +42.6% | +18.0% | +24.6% | +41.9% |
| 3Y | +0.7% | +93.1% | -92.3% | -16.6% |
| All | +0.7% | +94.0% | -93.2% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling