+1.2%
OXY vs RMBS
+52.4%
-51.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.4% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | +4.0% | -11.5% | +15.5% | +4.6% |
| 3M | +7.6% | -38.2% | +45.8% | +10.0% |
| 6M | +16.2% | -4.8% | +21.0% | +13.0% |
| YTD | +50.8% | -7.1% | +57.9% | +45.6% |
| 1Y | +34.7% | +10.7% | +24.0% | +25.6% |
| All | +1.2% | +52.4% | -51.2% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling