+34.7%
OXY vs BAH
-24.1%
+58.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | -0.5% |
| 7D | +1.4% | +2.4% | -1.1% | +1.0% |
| 30D | +4.0% | -2.9% | +7.0% | +4.4% |
| 3M | +7.6% | -1.3% | +8.9% | +7.7% |
| 6M | +16.2% | -0.9% | +17.1% | +16.1% |
| YTD | +50.8% | -8.2% | +59.1% | +50.7% |
| 1Y | +34.7% | -24.0% | +58.7% | +37.7% |
| All | +34.7% | -24.1% | +58.8% | +37.7% |
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