+12.5%
OXY vs RMBS
+2.3%
+10.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.2% |
| 7D | +0.6% | +3.5% | -2.8% | +1.1% |
| 30D | +4.5% | -8.6% | +13.1% | +3.5% |
| 3M | +8.9% | -40.3% | +49.2% | +2.7% |
| 6M | +12.5% | -1.0% | +13.4% | +32.4% |
| All | +12.5% | +2.3% | +10.2% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling