+1,052.9%
OXY vs RL
+1,573.0%
-520.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | -5.8% | +1.3% | -7.2% | -6.4% |
| 30D | -5.3% | +7.6% | -13.0% | -7.7% |
| 3M | -2.5% | -1.5% | -1.0% | -2.8% |
| 6M | +8.3% | +12.1% | -3.8% | +2.8% |
| YTD | +40.3% | +13.9% | +26.4% | +30.7% |
| 1Y | +38.8% | +20.7% | +18.2% | +26.8% |
| 3Y | -1.4% | +260.6% | -262.0% | -37.9% |
| 5Y | +92.2% | +248.9% | -156.6% | +18.8% |
| 10Y | +13.7% | +355.9% | -342.2% | -35.5% |
| All | +1,052.9% | +1,573.0% | -520.1% | +399.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling