+148.3%
OXY vs AUR
-35.7%
+184.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +2.8% | +1.4% | +1.4% | +2.8% |
| 30D | +5.5% | -6.4% | +11.9% | +5.6% |
| 3M | +11.3% | +7.7% | +3.6% | +10.7% |
| 6M | +11.6% | +44.5% | -32.9% | +9.0% |
| YTD | +51.6% | +67.4% | -15.9% | +46.8% |
| 1Y | +36.2% | +15.4% | +20.8% | +34.0% |
| 3Y | +1.7% | +94.8% | -93.1% | -4.8% |
| 5Y | +164.5% | -35.1% | +199.6% | +133.4% |
| All | +148.3% | -35.7% | +184.0% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling