+3.6%
OXY vs AS
+134.9%
-131.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -11.9% | +6.9% | -18.8% | -12.1% |
| 30D | -3.1% | +16.0% | -19.1% | -3.7% |
| 3M | +1.1% | -12.8% | +13.9% | +1.8% |
| 6M | +3.2% | -15.4% | +18.6% | +4.1% |
| YTD | +39.0% | -15.7% | +54.8% | +40.1% |
| 1Y | +42.7% | +6.1% | +36.6% | +38.4% |
| All | +3.6% | +134.9% | -131.3% | -11.5% |
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