+15.1%
OXY vs AR
+56.5%
-41.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | -0.8% |
| 7D | -5.8% | -5.8% | -0.1% | -3.6% |
| 30D | -5.3% | +4.8% | -10.2% | -7.2% |
| 3M | -2.5% | +1.5% | -4.0% | -3.3% |
| 6M | +8.3% | +4.7% | +3.6% | +6.2% |
| YTD | +40.3% | +9.2% | +31.1% | +35.0% |
| 1Y | +38.8% | +11.2% | +27.7% | +32.2% |
| 3Y | -1.4% | +46.2% | -47.7% | -19.6% |
| 5Y | +92.2% | +98.1% | -5.8% | +30.3% |
| All | +15.1% | +56.5% | -41.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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