+0.8%
OXY vs RGEN
+1.9%
-1.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.9% | -2.9% | +3.8% | +1.1% |
| 30D | +3.6% | -0.1% | +3.6% | +3.5% |
| 3M | +7.1% | +25.9% | -18.8% | +4.8% |
| 6M | +15.7% | +35.2% | -19.5% | +11.7% |
| YTD | +50.1% | +0.5% | +49.6% | +50.9% |
| 1Y | +34.1% | +37.0% | -2.9% | +28.5% |
| All | +0.8% | +1.9% | -1.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling