+1,332.5%
OXY vs RGEN
+1,576.0%
-243.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.9% |
| 7D | +1.6% | -4.9% | +6.5% | +1.8% |
| 30D | +11.6% | +5.7% | +5.9% | +11.3% |
| 3M | +2.8% | +32.4% | -29.6% | +1.7% |
| 6M | +13.0% | +33.2% | -20.1% | +11.5% |
| YTD | +47.4% | +2.3% | +45.1% | +46.8% |
| 1Y | +31.5% | +39.0% | -7.5% | +29.4% |
| 3Y | -1.9% | -4.6% | +2.7% | -2.9% |
| 5Y | +148.0% | -42.7% | +190.6% | +147.5% |
| 10Y | +2.3% | +433.6% | -431.3% | -5.7% |
| All | +1,332.5% | +1,576.0% | -243.5% | +1,002.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling