+92.2%
OXY vs RBA
+48.5%
+43.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | -5.8% | +3.2% | -9.1% | -6.3% |
| 30D | -5.3% | +12.0% | -17.4% | -7.1% |
| 3M | -2.5% | +2.9% | -5.4% | -3.2% |
| 6M | +8.3% | -6.3% | +14.5% | +8.5% |
| YTD | +40.3% | -5.9% | +46.2% | +39.7% |
| 1Y | +38.8% | -3.9% | +42.7% | +37.5% |
| 3Y | -1.4% | +64.9% | -66.3% | -11.6% |
| 5Y | +92.2% | +48.5% | +43.7% | +80.6% |
| All | +92.2% | +48.5% | +43.8% | +80.6% |
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 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