+147.9%
OXY vs RMBS
+265.4%
-117.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +2.8% | +1.8% | +1.1% | +2.7% |
| 30D | +5.5% | -13.9% | +19.4% | +6.7% |
| 3M | +11.3% | -39.8% | +51.1% | +15.6% |
| 6M | +11.6% | -6.0% | +17.6% | +8.2% |
| YTD | +51.6% | -5.4% | +56.9% | +45.2% |
| 1Y | +36.2% | -1.8% | +38.0% | +28.3% |
| 3Y | +1.7% | +53.7% | -51.9% | -15.9% |
| All | +147.9% | +265.4% | -117.5% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling