+161.6%
OXY vs RCL
+233.3%
-71.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | +4.5% | -15.7% | +20.2% | +6.7% |
| 3M | +8.9% | -8.0% | +16.9% | +9.4% |
| 6M | +12.5% | -10.1% | +22.6% | +12.5% |
| YTD | +50.5% | -5.9% | +56.4% | +47.8% |
| 1Y | +38.6% | -23.5% | +62.1% | +41.2% |
| 3Y | -1.2% | +174.4% | -175.6% | -23.6% |
| 5Y | +161.6% | +227.1% | -65.5% | +76.9% |
| All | +161.6% | +233.3% | -71.6% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling