+45.9%
OXY vs ROP
+10.4%
+35.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.9% | -9.1% | -5.4% |
| 7D | -8.8% | +11.7% | -20.5% | -9.8% |
| 30D | -1.7% | +35.5% | -37.1% | -5.1% |
| 3M | +4.5% | +25.6% | -21.1% | +1.5% |
| 6M | -4.0% | +39.3% | -43.3% | -7.8% |
| YTD | +41.4% | +11.6% | +29.7% | +37.6% |
| 1Y | +45.9% | +10.6% | +35.3% | +42.4% |
| All | +45.9% | +10.4% | +35.5% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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