-0.7%
OXY vs ALM
+7,705.7%
-7,706.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +1.6% | -2.6% | +4.2% | +1.6% |
| 30D | +11.6% | +32.0% | -20.4% | +11.5% |
| 3M | +2.8% | -15.0% | +17.8% | +2.8% |
| 6M | +13.0% | -10.1% | +23.2% | +13.0% |
| YTD | +47.4% | +99.4% | -52.0% | +47.1% |
| 1Y | +31.5% | +316.4% | -284.9% | +30.9% |
| 3Y | -1.9% | +2,022.0% | -2,023.9% | -2.8% |
| 5Y | +148.0% | +941.2% | -793.2% | +145.9% |
| 10Y | +2.3% | +2,950.3% | -2,948.1% | +1.2% |
| All | -0.7% | +7,705.7% | -7,706.4% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling