+31.5%
OXY vs ROL
-35.4%
+66.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | +1.6% | -1.4% | +3.0% | +1.7% |
| 30D | +11.6% | -4.1% | +15.7% | +11.9% |
| 3M | +2.8% | -22.5% | +25.3% | +4.7% |
| 6M | +13.0% | -37.7% | +50.7% | +17.6% |
| YTD | +47.4% | -39.6% | +87.0% | +55.6% |
| 1Y | +31.5% | -36.0% | +67.5% | +38.8% |
| All | +31.5% | -35.4% | +66.9% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling