+5.9%
OXY vs ROL
+210.1%
-204.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | -3.2% | +4.6% | +2.1% |
| 30D | +4.0% | -6.6% | +10.7% | +5.6% |
| 3M | +7.6% | -27.3% | +34.9% | +15.3% |
| 6M | +16.2% | -38.1% | +54.3% | +28.8% |
| YTD | +50.8% | -41.8% | +92.6% | +69.5% |
| 1Y | +34.7% | -37.8% | +72.5% | +48.7% |
| 3Y | -1.0% | -0.3% | -0.7% | -4.8% |
| 5Y | +163.2% | -5.1% | +168.2% | +151.6% |
| All | +5.9% | +210.1% | -204.2% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling