+17.3%
OXY vs ALLY
+174.3%
-157.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | +4.2% | +0.4% | +3.8% | +3.9% |
| 30D | -4.3% | +5.2% | -9.6% | -7.3% |
| 3M | +2.3% | -13.3% | +15.6% | +9.3% |
| 6M | +5.5% | -6.7% | +12.2% | +6.9% |
| YTD | +44.9% | -12.8% | +57.7% | +49.0% |
| 1Y | +42.6% | +0.7% | +41.9% | +34.9% |
| 3Y | +0.7% | +65.2% | -64.5% | -33.6% |
| 5Y | +96.9% | -10.1% | +107.0% | +73.1% |
| All | +17.3% | +174.3% | -157.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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