+42.6%
OXY vs ALM
+19.0%
+23.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +1.0% |
| 7D | +4.2% | +1.2% | +3.0% | +4.3% |
| 30D | -4.3% | -19.3% | +15.0% | -5.1% |
| 3M | +2.3% | -40.6% | +42.9% | +0.5% |
| 6M | +5.5% | -57.9% | +63.5% | +3.3% |
| YTD | +44.9% | -6.7% | +51.6% | +49.1% |
| 1Y | +42.6% | +20.2% | +22.4% | +52.0% |
| All | +42.6% | +19.0% | +23.6% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling