+15.7%
OXY vs RBA
+209.3%
-193.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -6.4% | +9.0% | -15.3% | -9.0% |
| 3M | -2.6% | +7.2% | -9.8% | -5.0% |
| 6M | +4.8% | -7.8% | +12.5% | +5.7% |
| YTD | +41.2% | -6.4% | +47.5% | +40.2% |
| 1Y | +39.5% | -4.2% | +43.7% | +37.4% |
| 3Y | -0.8% | +64.1% | -64.9% | -20.0% |
| 5Y | +91.6% | +48.4% | +43.2% | +54.1% |
| 10Y | +15.7% | +209.9% | -194.2% | -38.6% |
| All | +15.7% | +209.3% | -193.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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