+1.2%
OXY vs ROK
+48.6%
-47.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +1.4% | -1.6% | +3.0% | +1.6% |
| 30D | +4.0% | -5.4% | +9.5% | +4.9% |
| 3M | +7.6% | -4.0% | +11.6% | +7.6% |
| 6M | +16.2% | +13.3% | +2.9% | +11.1% |
| YTD | +50.8% | +9.3% | +41.5% | +45.2% |
| 1Y | +34.7% | +25.8% | +8.9% | +24.0% |
| All | +1.2% | +48.6% | -47.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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