+1,220.6%
OXY vs AU
+755.5%
+465.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.8% | -4.3% | +7.1% | +3.6% |
| 30D | +5.5% | +7.3% | -1.9% | +3.9% |
| 3M | +11.3% | +26.3% | -15.0% | +6.1% |
| 6M | +11.6% | +1.8% | +9.8% | +8.4% |
| YTD | +51.6% | +26.8% | +24.7% | +40.5% |
| 1Y | +36.2% | +66.7% | -30.5% | +19.1% |
| 3Y | +1.7% | +579.1% | -577.4% | -34.3% |
| 5Y | +164.5% | +689.3% | -524.9% | +62.0% |
| 10Y | +6.1% | +686.6% | -680.6% | -42.6% |
| All | +1,220.6% | +755.5% | +465.0% | +511.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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