+16.6%
OXY vs RCL
+338.4%
-321.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +6.0% | +3.4% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | -5.3% | +14.4% | -19.7% | -10.4% |
| 3M | +0.2% | +5.2% | -5.0% | -3.0% |
| 6M | +4.7% | +26.1% | -21.4% | -6.9% |
| YTD | +44.0% | +17.4% | +26.7% | +25.9% |
| 1Y | +42.1% | +24.7% | +17.4% | +20.6% |
| 3Y | +1.2% | +250.9% | -249.8% | -48.3% |
| 5Y | +95.7% | +293.8% | -198.2% | -16.4% |
| All | +16.6% | +338.4% | -321.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling