+0.1%
OXY vs ALM
+836.8%
-836.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +2.0% |
| 7D | +3.6% | -4.0% | +7.6% | +3.6% |
| 30D | -5.3% | -30.5% | +25.2% | -5.5% |
| 3M | +0.2% | -46.9% | +47.1% | -0.2% |
| 6M | +4.7% | -65.5% | +70.2% | +4.6% |
| YTD | +44.0% | -13.4% | +57.4% | +42.4% |
| 1Y | +42.1% | +9.8% | +32.3% | +40.0% |
| All | +0.1% | +836.8% | -836.6% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling