+220.2%
OXY vs ROIV
+292.3%
-72.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.8% | +2.0% |
| 7D | -5.8% | +14.3% | -20.1% | -6.5% |
| 30D | -5.3% | +16.2% | -21.6% | -6.1% |
| 3M | -2.5% | +15.1% | -17.7% | -3.5% |
| 6M | +8.3% | +44.2% | -35.9% | +5.6% |
| YTD | +40.3% | +89.8% | -49.5% | +33.9% |
| 1Y | +38.8% | +94.6% | -55.7% | +32.2% |
| 3Y | -1.4% | +367.5% | -369.0% | -11.8% |
| 5Y | +92.2% | +421.4% | -329.2% | +56.9% |
| All | +220.2% | +292.3% | -72.0% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling