+160.6%
OXY vs ALLY
-0.2%
+160.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.8% |
| 7D | -0.5% | +1.0% | -1.5% | -0.8% |
| 30D | +8.5% | -3.3% | +11.8% | +9.3% |
| 3M | +6.0% | +0.5% | +5.5% | +5.2% |
| 6M | +13.0% | +12.6% | +0.4% | +7.6% |
| YTD | +48.9% | -4.7% | +53.6% | +48.4% |
| 1Y | +36.4% | +5.2% | +31.2% | +31.4% |
| 3Y | -2.3% | +66.5% | -68.8% | -19.9% |
| 5Y | +160.6% | +0.2% | +160.4% | +131.0% |
| All | +160.6% | -0.2% | +160.9% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling