-1.7%
OXY vs ALLY
+59.8%
-61.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -11.9% | +0.9% | -12.8% | -12.1% |
| 30D | -3.1% | +3.1% | -6.2% | -3.7% |
| 3M | +1.1% | -12.6% | +13.6% | +3.2% |
| 6M | +3.2% | -12.4% | +15.7% | +4.9% |
| YTD | +39.0% | -13.2% | +52.2% | +41.1% |
| 1Y | +42.7% | +1.8% | +40.9% | +37.5% |
| All | -1.7% | +59.8% | -61.5% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling