+5.9%
OXY vs ALM
+2,776.7%
-2,770.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.5% |
| 7D | +1.4% | -7.1% | +8.5% | +1.5% |
| 30D | +4.0% | +24.7% | -20.6% | +3.4% |
| 3M | +7.6% | +8.3% | -0.7% | +7.1% |
| 6M | +16.2% | -22.2% | +38.4% | +16.3% |
| YTD | +50.8% | +88.1% | -37.3% | +46.3% |
| 1Y | +34.7% | +272.4% | -237.7% | +27.1% |
| 3Y | -1.0% | +2,004.1% | -2,005.1% | -15.1% |
| 5Y | +163.2% | +915.8% | -752.6% | +129.9% |
| All | +5.9% | +2,776.7% | -2,770.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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