-1.3%
OXY vs RNG
+305.9%
-307.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +0.6% | -4.1% | +4.7% | +0.9% |
| 30D | +4.5% | +8.6% | -4.1% | +3.8% |
| 3M | +8.9% | +78.0% | -69.1% | +4.0% |
| 6M | +12.5% | +67.0% | -54.6% | +7.5% |
| YTD | +50.5% | +142.4% | -92.0% | +39.0% |
| 1Y | +38.6% | +120.4% | -81.8% | +28.8% |
| 3Y | -1.2% | +122.1% | -123.4% | -9.9% |
| 5Y | +161.6% | -69.8% | +231.5% | +162.4% |
| 10Y | +5.3% | +223.4% | -218.1% | -23.8% |
| All | -1.3% | +305.9% | -307.2% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling