-2.3%
OXY vs RL
+211.8%
-214.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -0.5% | +1.9% | -2.4% | -0.7% |
| 30D | +8.5% | -12.2% | +20.7% | +10.2% |
| 3M | +6.0% | -6.6% | +12.6% | +6.5% |
| 6M | +13.0% | +3.2% | +9.8% | +10.5% |
| YTD | +48.9% | -1.3% | +50.2% | +46.7% |
| 1Y | +36.4% | +13.6% | +22.8% | +29.3% |
| 3Y | -2.3% | +210.9% | -213.2% | -28.4% |
| All | -2.3% | +211.8% | -214.1% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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