+243.4%
OXY vs ROIV
+298.2%
-54.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +0.6% | +22.3% | -21.7% | -0.6% |
| 30D | +4.5% | +16.9% | -12.3% | +3.5% |
| 3M | +8.9% | +43.9% | -35.0% | +6.5% |
| 6M | +12.5% | +41.6% | -29.1% | +9.8% |
| YTD | +50.5% | +92.7% | -42.2% | +43.6% |
| 1Y | +38.6% | +210.2% | -171.6% | +27.8% |
| 3Y | -1.2% | +231.8% | -233.1% | -10.3% |
| 5Y | +161.6% | +319.8% | -158.1% | +100.8% |
| All | +243.4% | +298.2% | -54.8% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling