+36.2%
OXY vs RMBS
+11.7%
+24.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.6% |
| 7D | +2.8% | +1.8% | +1.1% | +2.9% |
| 30D | +5.5% | -13.9% | +19.4% | +4.7% |
| 3M | +11.3% | -39.8% | +51.1% | +9.2% |
| 6M | +11.6% | -6.0% | +17.6% | +11.5% |
| YTD | +51.6% | -5.4% | +56.9% | +49.5% |
| 1Y | +36.2% | -1.8% | +38.0% | +33.7% |
| All | +36.2% | +11.7% | +24.5% | +33.7% |
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