+161.6%
OXY vs RBA
+39.8%
+121.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +0.6% | -1.9% | +2.5% | +0.9% |
| 30D | +4.5% | -13.0% | +17.5% | +6.7% |
| 3M | +8.9% | -23.1% | +32.0% | +12.8% |
| 6M | +12.5% | -22.6% | +35.1% | +16.2% |
| YTD | +50.5% | -20.4% | +70.9% | +54.0% |
| 1Y | +38.6% | -29.6% | +68.2% | +45.4% |
| 3Y | -1.2% | +26.6% | -27.8% | -7.3% |
| 5Y | +161.6% | +38.2% | +123.5% | +129.9% |
| All | +161.6% | +39.8% | +121.9% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling