-4.0%
OXY vs AR
-27.2%
+23.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.6% | +2.5% | -0.9% | +0.6% |
| 30D | +11.6% | +14.8% | -3.2% | +5.8% |
| 3M | +2.8% | +6.2% | -3.4% | +0.3% |
| 6M | +13.0% | +4.3% | +8.8% | +11.3% |
| YTD | +47.4% | +14.4% | +33.0% | +39.6% |
| 1Y | +31.5% | +21.3% | +10.1% | +21.1% |
| 3Y | -1.9% | +39.8% | -41.7% | -18.2% |
| 5Y | +148.0% | +142.1% | +5.9% | +58.8% |
| 10Y | +2.3% | +52.0% | -49.8% | -47.7% |
| All | -4.0% | -27.2% | +23.2% | -42.5% |
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 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