-1.7%
OXY vs AR
+34.1%
-35.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.4% |
| 7D | -11.9% | -14.3% | +2.4% | -6.1% |
| 30D | -3.1% | +1.4% | -4.6% | -3.7% |
| 3M | +1.1% | +3.4% | -2.3% | -0.3% |
| 6M | +3.2% | -2.1% | +5.3% | +4.0% |
| YTD | +39.0% | +4.7% | +34.3% | +36.8% |
| 1Y | +42.7% | +10.6% | +32.1% | +37.4% |
| All | -1.7% | +34.1% | -35.8% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling