+147.9%
OXY vs RJF
+104.0%
+43.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | -2.7% | +5.5% | +3.8% |
| 30D | +5.5% | -4.3% | +9.7% | +6.9% |
| 3M | +11.3% | +15.7% | -4.4% | +4.8% |
| 6M | +11.6% | +17.8% | -6.2% | +3.7% |
| YTD | +51.6% | +9.2% | +42.4% | +44.5% |
| 1Y | +36.2% | +2.8% | +33.4% | +33.0% |
| 3Y | +1.7% | +69.5% | -67.7% | -22.3% |
| All | +147.9% | +104.0% | +43.9% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling