+1,362.5%
OXY vs RJF
+49,058.3%
-47,695.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +4.5% | -2.0% | +6.5% | +5.1% |
| 3M | +8.9% | +16.3% | -7.4% | +2.9% |
| 6M | +12.5% | +16.9% | -4.4% | +5.5% |
| YTD | +50.5% | +10.4% | +40.0% | +43.4% |
| 1Y | +38.6% | +7.4% | +31.2% | +33.1% |
| 3Y | -1.2% | +72.2% | -73.5% | -20.6% |
| 5Y | +161.6% | +105.1% | +56.5% | +95.7% |
| 10Y | +5.3% | +430.9% | -425.6% | -38.4% |
| All | +1,362.5% | +49,058.3% | -47,695.8% | +304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling