+829.1%
OXY vs RCAT
-100.0%
+929.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.6% |
| 7D | +4.2% | -5.9% | +10.1% | +4.2% |
| 30D | -4.3% | -19.7% | +15.3% | -4.3% |
| 3M | +2.3% | -62.9% | +65.1% | +2.5% |
| 6M | +5.5% | -59.6% | +65.1% | +5.7% |
| YTD | +44.9% | -52.1% | +97.0% | +45.0% |
| 1Y | +42.6% | -50.9% | +93.5% | +42.7% |
| 3Y | +0.7% | +333.8% | -333.0% | 0.0% |
| 5Y | +96.9% | +40.7% | +56.1% | +95.6% |
| 10Y | +18.8% | -99.8% | +118.5% | +16.4% |
| All | +829.1% | -100.0% | +929.1% | +769.8% |
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