-2.8%
OXY vs ROIV
+351.4%
-354.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.4% |
| 7D | -8.2% | +13.3% | -21.5% | -8.9% |
| 30D | -7.2% | +14.8% | -22.0% | -8.1% |
| 3M | +0.2% | +11.9% | -11.7% | -0.8% |
| 6M | +6.1% | +42.4% | -36.3% | +2.4% |
| YTD | +37.5% | +87.4% | -49.9% | +26.0% |
| 1Y | +37.7% | +97.2% | -59.6% | +24.6% |
| 3Y | -2.8% | +375.7% | -378.4% | -26.5% |
| All | -2.8% | +351.4% | -354.1% | -26.5% |
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