+161.6%
OXY vs RL
+233.3%
-71.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.8% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +4.5% | -17.5% | +22.0% | +8.8% |
| 3M | +8.9% | -14.0% | +22.9% | +12.0% |
| 6M | +12.5% | -2.0% | +14.4% | +10.5% |
| YTD | +50.5% | -4.6% | +55.1% | +48.6% |
| 1Y | +38.6% | +9.5% | +29.1% | +30.9% |
| 3Y | -1.2% | +200.5% | -201.7% | -34.0% |
| 5Y | +161.6% | +226.3% | -64.6% | +50.6% |
| All | +161.6% | +233.3% | -71.7% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling