+1,308.1%
OXY vs ROL
+9,850.6%
-8,542.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | +4.2% | +3.0% | +1.2% | +3.3% |
| 30D | -4.3% | +19.8% | -24.1% | -9.4% |
| 3M | +2.3% | +7.9% | -5.6% | -0.5% |
| 6M | +5.5% | -25.6% | +31.2% | +13.5% |
| YTD | +44.9% | -34.1% | +79.0% | +60.7% |
| 1Y | +42.6% | -31.4% | +74.0% | +56.3% |
| 3Y | +0.7% | +4.7% | -3.9% | -3.9% |
| 5Y | +96.9% | +15.6% | +81.3% | +79.2% |
| 10Y | +18.8% | +220.6% | -201.8% | -23.4% |
| All | +1,308.1% | +9,850.6% | -8,542.4% | +351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling