+6.4%
OXY vs RJF
+429.3%
-422.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | -2.7% | +5.5% | +4.7% |
| 30D | +5.5% | -4.3% | +9.7% | +8.2% |
| 3M | +11.3% | +15.7% | -4.4% | -0.1% |
| 6M | +11.6% | +17.8% | -6.2% | -2.3% |
| YTD | +51.6% | +9.2% | +42.4% | +38.3% |
| 1Y | +36.2% | +2.8% | +33.4% | +29.0% |
| 3Y | +1.7% | +69.5% | -67.7% | -36.4% |
| 5Y | +164.5% | +105.9% | +58.5% | +31.1% |
| All | +6.4% | +429.3% | -422.9% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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