+1,110.9%
OXY vs RL
+1,366.2%
-255.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -1.5% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +11.6% | -7.8% | +19.3% | +14.2% |
| 3M | +2.8% | -4.0% | +6.8% | +3.3% |
| 6M | +13.0% | -1.9% | +14.9% | +11.0% |
| YTD | +47.4% | -0.2% | +47.5% | +43.6% |
| 1Y | +31.5% | +10.7% | +20.8% | +23.7% |
| 3Y | -1.9% | +210.8% | -212.7% | -35.1% |
| 5Y | +148.0% | +238.2% | -90.3% | +55.0% |
| 10Y | +2.3% | +313.4% | -311.1% | -39.9% |
| All | +1,110.9% | +1,366.2% | -255.2% | +448.8% |
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