+573.8%
OXY vs JAAA
+29.4%
+544.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +2.8% | +0.1% | +2.8% | +2.7% |
| 30D | +5.5% | +0.5% | +4.9% | +4.9% |
| 3M | +11.3% | +1.3% | +10.0% | +9.8% |
| 6M | +11.6% | +2.8% | +8.8% | +8.3% |
| YTD | +51.6% | +3.3% | +48.3% | +46.2% |
| 1Y | +36.2% | +4.9% | +31.3% | +28.9% |
| 3Y | +1.7% | +19.0% | -17.3% | -3.7% |
| 5Y | +164.5% | +26.9% | +137.6% | +150.8% |
| All | +573.8% | +29.4% | +544.5% | +468.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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