+823.6%
OXY vs RCAT
-100.0%
+923.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.3% | +10.3% | +2.0% |
| 7D | +3.6% | +15.6% | -11.9% | +3.6% |
| 30D | -5.3% | -24.1% | +18.8% | -5.2% |
| 3M | +0.2% | -61.9% | +62.1% | +0.4% |
| 6M | +4.7% | -64.3% | +69.1% | +5.0% |
| YTD | +44.0% | -50.4% | +94.4% | +44.1% |
| 1Y | +42.1% | -54.0% | +96.1% | +42.1% |
| 3Y | +1.2% | +347.2% | -346.0% | +0.4% |
| 5Y | +95.7% | +45.7% | +49.9% | +94.4% |
| 10Y | +18.1% | -99.7% | +117.8% | +15.7% |
| All | +823.6% | -100.0% | +923.6% | +764.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling