+45.9%
OXY vs AUR
-17.4%
+63.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | -5.3% |
| 7D | -8.8% | -19.8% | +11.0% | -9.7% |
| 30D | -1.7% | -29.0% | +27.4% | -3.1% |
| 3M | +4.5% | -43.6% | +48.1% | +2.2% |
| 6M | -4.0% | -36.6% | +32.6% | -5.7% |
| YTD | +41.4% | +6.3% | +35.1% | +35.3% |
| 1Y | +45.9% | -9.0% | +54.9% | +40.9% |
| All | +45.9% | -17.4% | +63.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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