+956.5%
OXY vs RBA
+4,035.9%
-3,079.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | +3.6% | -0.5% | +4.2% | +3.8% |
| 30D | -5.3% | +6.8% | -12.1% | -7.4% |
| 3M | +0.2% | +9.5% | -9.2% | -2.9% |
| 6M | +4.7% | -8.2% | +13.0% | +5.8% |
| YTD | +44.0% | -7.7% | +51.8% | +43.9% |
| 1Y | +42.1% | -6.9% | +49.0% | +41.4% |
| 3Y | +1.2% | +61.6% | -60.5% | -16.4% |
| 5Y | +95.7% | +44.7% | +51.0% | +61.8% |
| 10Y | +18.1% | +205.3% | -187.3% | -25.4% |
| All | +956.5% | +4,035.9% | -3,079.5% | +349.0% |
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