+158.9%
OXY vs RCAT
+204.0%
-45.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.9% |
| 7D | -0.5% | +5.4% | -5.9% | -0.7% |
| 30D | +8.5% | -5.6% | +14.1% | +8.6% |
| 3M | +6.0% | -30.2% | +36.2% | +6.9% |
| 6M | +13.0% | -43.4% | +56.4% | +14.1% |
| YTD | +48.9% | +9.6% | +39.2% | +45.9% |
| 1Y | +36.4% | -2.0% | +38.4% | +33.3% |
| 3Y | -2.3% | +825.0% | -827.3% | -16.0% |
| All | +158.9% | +204.0% | -45.2% | +132.6% |
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