+31.5%
OXY vs BAH
-28.2%
+59.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.7% |
| 7D | +1.6% | -3.2% | +4.8% | +2.1% |
| 30D | +11.6% | +2.0% | +9.6% | +11.2% |
| 3M | +2.8% | -7.6% | +10.4% | +3.9% |
| 6M | +13.0% | -5.7% | +18.7% | +13.9% |
| YTD | +47.4% | -11.7% | +59.1% | +48.1% |
| 1Y | +31.5% | -27.4% | +58.8% | +35.0% |
| All | +31.5% | -28.2% | +59.7% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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