+95.7%
OXY vs RCAT
+57.4%
+38.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.3% | +10.3% | +2.3% |
| 7D | +3.6% | +15.6% | -11.9% | +3.1% |
| 30D | -5.3% | -24.1% | +18.8% | -4.7% |
| 3M | +0.2% | -61.9% | +62.1% | +2.7% |
| 6M | +4.7% | -64.3% | +69.1% | +7.1% |
| YTD | +44.0% | -50.4% | +94.4% | +44.5% |
| 1Y | +42.1% | -54.0% | +96.1% | +42.6% |
| 3Y | +1.2% | +347.2% | -346.0% | -8.0% |
| 5Y | +95.7% | +45.7% | +49.9% | +82.6% |
| All | +95.7% | +57.4% | +38.3% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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