+5.3%
OXY vs ALLY
+178.1%
-172.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.6% |
| 7D | +0.6% | -1.9% | +2.6% | +1.6% |
| 30D | +4.5% | -4.5% | +9.0% | +6.7% |
| 3M | +8.9% | -2.8% | +11.7% | +9.2% |
| 6M | +12.5% | +10.3% | +2.1% | +3.3% |
| YTD | +50.5% | -5.7% | +56.2% | +49.3% |
| 1Y | +38.6% | +3.9% | +34.7% | +29.1% |
| 3Y | -1.2% | +64.7% | -66.0% | -34.2% |
| 5Y | +161.6% | -2.6% | +164.2% | +121.1% |
| 10Y | +5.3% | +186.0% | -180.7% | -49.7% |
| All | +5.3% | +178.1% | -172.8% | -49.7% |
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