+160.6%
OXY vs ROIV
+316.9%
-156.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.8% | -17.7% | -0.1% |
| 7D | -0.5% | +20.2% | -20.7% | -1.6% |
| 30D | +8.5% | +14.1% | -5.7% | +7.5% |
| 3M | +6.0% | +45.6% | -39.6% | +3.4% |
| 6M | +13.0% | +44.1% | -31.2% | +10.1% |
| YTD | +48.9% | +91.2% | -42.3% | +41.9% |
| 1Y | +36.4% | +221.3% | -184.9% | +25.0% |
| 3Y | -2.3% | +229.2% | -231.5% | -11.6% |
| 5Y | +160.6% | +316.5% | -155.8% | +111.6% |
| All | +160.6% | +316.9% | -156.3% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling