+7.9%
OXY vs AS
+123.4%
-115.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +4.2% | -4.9% | +9.1% | +4.4% |
| 30D | -4.3% | +3.9% | -8.2% | -4.5% |
| 3M | +2.3% | -9.6% | +11.9% | +2.8% |
| 6M | +5.5% | -8.7% | +14.2% | +5.5% |
| YTD | +44.9% | -19.8% | +64.7% | +46.2% |
| 1Y | +42.6% | -1.5% | +44.1% | +39.1% |
| All | +7.9% | +123.4% | -115.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling