-2.2%
OXY vs ALLE
+50.9%
-53.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +11.6% | -6.8% | +18.4% | +12.6% |
| 3M | +2.8% | +21.0% | -18.2% | -0.9% |
| 6M | +13.0% | +1.1% | +11.9% | +14.0% |
| YTD | +47.4% | -0.5% | +47.9% | +48.7% |
| 1Y | +31.5% | -7.3% | +38.7% | +35.3% |
| All | -2.2% | +50.9% | -53.1% | -15.4% |
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