-3.3%
OXY vs ROIV
+197.8%
-201.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +11.6% | +1.0% | +10.6% | +11.4% |
| 3M | +2.8% | +18.3% | -15.5% | +0.8% |
| 6M | +13.0% | +18.3% | -5.3% | +10.4% |
| YTD | +47.4% | +61.0% | -13.6% | +36.4% |
| 1Y | +31.5% | +177.9% | -146.4% | +9.6% |
| All | -3.3% | +197.8% | -201.1% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling