+845.2%
OXY vs RCAT
-100.0%
+945.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | +11.6% | -3.3% | +14.9% | +11.6% |
| 3M | +2.8% | -43.2% | +46.0% | +2.9% |
| 6M | +13.0% | -43.2% | +56.2% | +13.1% |
| YTD | +47.4% | +5.5% | +41.8% | +47.2% |
| 1Y | +31.5% | -1.6% | +33.1% | +31.3% |
| 3Y | -1.9% | +773.7% | -775.6% | -2.9% |
| 5Y | +148.0% | +187.6% | -39.7% | +145.9% |
| 10Y | +2.3% | -98.5% | +100.7% | 0.0% |
| All | +845.2% | -100.0% | +945.2% | +783.2% |
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