+0.7%
OXY vs ROL
+5.9%
-5.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.6% |
| 7D | +4.2% | +3.0% | +1.2% | +4.2% |
| 30D | -4.3% | +19.8% | -24.1% | -4.8% |
| 3M | +2.3% | +7.9% | -5.6% | +2.1% |
| 6M | +5.5% | -25.6% | +31.2% | +7.3% |
| YTD | +44.9% | -34.1% | +79.0% | +48.9% |
| 1Y | +42.6% | -31.4% | +74.0% | +46.5% |
| 3Y | +0.7% | +4.7% | -3.9% | +8.6% |
| All | +0.7% | +5.9% | -5.1% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling