+36.1%
OXY vs AS
+8.1%
+28.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -0.1% |
| 7D | -8.2% | +5.8% | -14.0% | -6.3% |
| 30D | -7.2% | +15.4% | -22.6% | -2.6% |
| 3M | +0.2% | -11.9% | +12.1% | -2.9% |
| 6M | +6.1% | -9.9% | +16.0% | +4.6% |
| YTD | +37.5% | -13.1% | +50.6% | +39.5% |
| All | +36.1% | +8.1% | +28.0% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling