-8.6%
OXY vs AR
-30.5%
+21.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | -0.7% |
| 7D | -5.8% | -5.8% | -0.1% | -3.7% |
| 30D | -5.3% | +4.8% | -10.2% | -7.1% |
| 3M | -2.5% | +1.5% | -4.0% | -3.2% |
| 6M | +8.3% | +4.7% | +3.6% | +6.2% |
| YTD | +40.3% | +9.2% | +31.1% | +35.2% |
| 1Y | +38.8% | +11.2% | +27.7% | +32.5% |
| 3Y | -1.4% | +46.2% | -47.7% | -19.0% |
| 5Y | +92.2% | +98.1% | -5.8% | +32.7% |
| 10Y | +13.7% | +54.5% | -40.8% | -41.9% |
| All | -8.6% | -30.5% | +21.9% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling