+5.2%
OXY vs AS
+131.9%
-126.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | -0.2% | -3.0% | +2.9% | -0.1% |
| 30D | -6.4% | +9.6% | -15.9% | -6.7% |
| 3M | -2.6% | -8.2% | +5.5% | -2.2% |
| 6M | +4.8% | -9.9% | +14.7% | +5.1% |
| YTD | +41.2% | -16.8% | +57.9% | +42.3% |
| 1Y | +39.5% | +3.0% | +36.5% | +35.8% |
| All | +5.2% | +131.9% | -126.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling