+147.9%
OXY vs RNG
-68.4%
+216.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.8% | -6.1% | +8.9% | +3.2% |
| 30D | +5.5% | +9.6% | -4.2% | +4.8% |
| 3M | +11.3% | +83.3% | -72.0% | +6.3% |
| 6M | +11.6% | +77.9% | -66.3% | +6.4% |
| YTD | +51.6% | +139.9% | -88.4% | +40.2% |
| 1Y | +36.2% | +121.7% | -85.4% | +26.7% |
| 3Y | +1.7% | +121.9% | -120.2% | -7.4% |
| All | +147.9% | -68.4% | +216.3% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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