+36.2%
OXY vs AZO
-32.5%
+68.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.8% | -3.6% | +6.4% | +2.5% |
| 30D | +5.5% | -5.6% | +11.0% | +5.0% |
| 3M | +11.3% | -6.6% | +18.0% | +10.7% |
| 6M | +11.6% | -22.5% | +34.1% | +9.8% |
| YTD | +51.6% | -15.2% | +66.7% | +51.8% |
| 1Y | +36.2% | -33.9% | +70.1% | +32.5% |
| All | +36.2% | -32.5% | +68.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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