+45.9%
OXY vs RMBS
-18.2%
+64.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.0% | +0.9% | -5.6% |
| 7D | -8.8% | -8.9% | +0.1% | -9.4% |
| 30D | -1.7% | -24.8% | +23.2% | -3.7% |
| 3M | +4.5% | -17.6% | +22.1% | +3.4% |
| 6M | -4.0% | -25.7% | +21.7% | -4.1% |
| YTD | +41.4% | -9.8% | +51.2% | +42.3% |
| 1Y | +45.9% | -17.4% | +63.3% | +46.9% |
| All | +45.9% | -18.2% | +64.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling