+147.1%
OXY vs AUR
-36.7%
+183.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +4.0% | -8.9% | +13.0% | +4.3% |
| 3M | +7.6% | +4.6% | +3.0% | +7.1% |
| 6M | +16.2% | +44.9% | -28.7% | +13.4% |
| YTD | +50.8% | +64.8% | -14.0% | +46.2% |
| 1Y | +34.7% | +16.4% | +18.3% | +32.4% |
| 3Y | -1.0% | +85.1% | -86.1% | -7.2% |
| 5Y | +163.2% | -36.1% | +199.3% | +132.4% |
| All | +147.1% | -36.7% | +183.8% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling