+569.0%
OXY vs JAAA
+29.3%
+539.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +4.5% | +0.5% | +4.1% | +4.0% |
| 3M | +8.9% | +1.2% | +7.7% | +7.5% |
| 6M | +12.5% | +2.7% | +9.7% | +9.2% |
| YTD | +50.5% | +3.2% | +47.3% | +45.3% |
| 1Y | +38.6% | +4.8% | +33.8% | +31.3% |
| 3Y | -1.2% | +19.0% | -20.2% | -6.4% |
| 5Y | +161.6% | +26.8% | +134.9% | +148.4% |
| All | +569.0% | +29.3% | +539.7% | +464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling