+17.3%
OXY vs ALM
+2,100.8%
-2,083.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.4% |
| 7D | +4.2% | +1.2% | +3.0% | +4.1% |
| 30D | -4.3% | -19.3% | +15.0% | -3.9% |
| 3M | +2.3% | -40.6% | +42.9% | +3.3% |
| 6M | +5.5% | -57.9% | +63.5% | +7.3% |
| YTD | +44.9% | -6.7% | +51.6% | +42.8% |
| 1Y | +42.6% | +20.2% | +22.4% | +39.1% |
| 3Y | +0.7% | +879.4% | -878.7% | -11.6% |
| 5Y | +96.9% | +415.3% | -318.4% | +74.6% |
| All | +17.3% | +2,100.8% | -2,083.5% | +5.3% |
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