+77.6%
OXY vs ALLE
+55.0%
+22.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.6% |
| 7D | -8.2% | -0.6% | -7.5% | -8.1% |
| 30D | -7.2% | +26.6% | -33.8% | -11.8% |
| 3M | +0.2% | +13.2% | -13.0% | -2.6% |
| 6M | +6.1% | +42.9% | -36.8% | -2.9% |
| YTD | +37.5% | +21.0% | +16.5% | +31.3% |
| 1Y | +37.7% | +15.2% | +22.5% | +33.5% |
| 3Y | -2.8% | +95.6% | -98.3% | -21.6% |
| 5Y | +77.6% | +53.4% | +24.2% | +55.2% |
| All | +77.6% | +55.0% | +22.6% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling