-6.3%
OXY vs ARES
+1,157.9%
-1,164.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +4.2% | +0.5% | +3.7% | +3.9% |
| 30D | -4.3% | +19.7% | -24.0% | -10.3% |
| 3M | +2.3% | -9.0% | +11.3% | +4.7% |
| 6M | +5.5% | +11.5% | -6.0% | -0.6% |
| YTD | +44.9% | -13.8% | +58.7% | +46.5% |
| 1Y | +42.6% | -5.6% | +48.2% | +38.7% |
| 3Y | +0.7% | +36.1% | -35.4% | -18.6% |
| 5Y | +96.9% | +82.7% | +14.2% | +34.9% |
| 10Y | +18.8% | +1,101.7% | -1,082.9% | -52.1% |
| All | -6.3% | +1,157.9% | -1,164.2% | -63.9% |
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