+163.2%
OXY vs ROK
+44.8%
+118.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | +4.0% | -5.4% | +9.5% | +5.2% |
| 3M | +7.6% | -4.0% | +11.6% | +7.8% |
| 6M | +16.2% | +13.3% | +2.9% | +10.7% |
| YTD | +50.8% | +9.3% | +41.5% | +44.8% |
| 1Y | +34.7% | +25.8% | +8.9% | +23.8% |
| 3Y | -1.0% | +49.1% | -50.1% | -15.9% |
| 5Y | +163.2% | +45.9% | +117.3% | +116.6% |
| All | +163.2% | +44.8% | +118.4% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling