-2.2%
OXY vs ALLY
+95.5%
-97.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +3.1% |
| 7D | -5.8% | -0.7% | -5.2% | -5.7% |
| 30D | -5.3% | +1.1% | -6.5% | -6.3% |
| 3M | -2.5% | -13.2% | +10.6% | +3.8% |
| 6M | +8.3% | -13.5% | +21.8% | +13.8% |
| YTD | +40.3% | -14.3% | +54.6% | +45.4% |
| 1Y | +38.8% | -1.1% | +40.0% | +32.9% |
| 3Y | -1.4% | +62.0% | -63.4% | -32.6% |
| 5Y | +92.2% | -9.6% | +101.9% | +68.6% |
| 10Y | +13.7% | +176.0% | -162.2% | -44.8% |
| All | -2.2% | +95.5% | -97.7% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling