+981.2%
OXY vs RBA
+3,565.6%
-2,584.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +1.6% | -2.9% | +4.5% | +2.5% |
| 30D | +11.6% | -12.3% | +23.9% | +15.8% |
| 3M | +2.8% | -20.5% | +23.3% | +9.0% |
| 6M | +13.0% | -18.5% | +31.6% | +18.3% |
| YTD | +47.4% | -18.2% | +65.6% | +53.3% |
| 1Y | +31.5% | -27.5% | +59.0% | +41.6% |
| 3Y | -1.9% | +38.1% | -40.0% | -15.0% |
| 5Y | +148.0% | +44.8% | +103.2% | +104.3% |
| 10Y | +2.3% | +187.1% | -184.9% | -34.0% |
| All | +981.2% | +3,565.6% | -2,584.4% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling