+1,176.5%
OXY vs RMBS
+1,363.4%
-186.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -0.5% | +3.0% | -3.4% | -0.8% |
| 30D | +8.5% | -14.4% | +22.9% | +9.9% |
| 3M | +6.0% | -42.8% | +48.8% | +10.9% |
| 6M | +13.0% | -1.4% | +14.4% | +10.3% |
| YTD | +48.9% | -5.4% | +54.3% | +45.1% |
| 1Y | +36.4% | +18.6% | +17.8% | +28.9% |
| 3Y | -2.3% | +57.3% | -59.6% | -12.7% |
| 5Y | +160.6% | +265.7% | -105.1% | +111.8% |
| 10Y | +2.0% | +546.0% | -544.0% | -21.2% |
| All | +1,176.5% | +1,363.4% | -186.9% | +695.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling