-3.7%
OXY vs ARES
+1,181.8%
-1,185.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +8.5% | +1.3% | +7.2% | +7.7% |
| 3M | +6.0% | +10.4% | -4.4% | +1.3% |
| 6M | +13.0% | +29.0% | -16.0% | +0.4% |
| YTD | +48.9% | -12.2% | +61.1% | +50.6% |
| 1Y | +36.4% | -18.4% | +54.9% | +40.9% |
| 3Y | -2.3% | +43.2% | -45.5% | -22.3% |
| 5Y | +160.6% | +102.6% | +58.0% | +72.2% |
| 10Y | +2.0% | +1,029.6% | -1,027.6% | -58.5% |
| All | -3.7% | +1,181.8% | -1,185.6% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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