+1,332.5%
OXY vs ROL
+9,030.3%
-7,697.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | +11.6% | -4.1% | +15.7% | +12.8% |
| 3M | +2.8% | -22.5% | +25.3% | +10.1% |
| 6M | +13.0% | -37.7% | +50.7% | +28.3% |
| YTD | +47.4% | -39.6% | +87.0% | +68.5% |
| 1Y | +31.5% | -36.0% | +67.5% | +47.3% |
| 3Y | -1.9% | -5.1% | +3.2% | -3.6% |
| 5Y | +148.0% | -3.4% | +151.3% | +138.2% |
| 10Y | +2.3% | +215.2% | -213.0% | -33.5% |
| All | +1,332.5% | +9,030.3% | -7,697.8% | +373.5% |
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