-5.9%
OXY vs ALLE
+260.9%
-266.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +11.6% | -6.8% | +18.4% | +15.4% |
| 3M | +2.8% | +21.0% | -18.2% | -8.5% |
| 6M | +13.0% | +1.1% | +11.9% | +9.6% |
| YTD | +47.4% | -0.5% | +47.9% | +43.4% |
| 1Y | +31.5% | -7.3% | +38.7% | +32.5% |
| 3Y | -1.9% | +42.3% | -44.2% | -25.6% |
| 5Y | +148.0% | +13.5% | +134.5% | +110.4% |
| 10Y | +2.3% | +144.0% | -141.8% | -40.0% |
| All | -5.9% | +260.9% | -266.8% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling