+5.9%
OXY vs ROP
+135.7%
-129.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +1.4% | -8.0% | +9.4% | +6.1% |
| 30D | +4.0% | -2.7% | +6.8% | +5.4% |
| 3M | +7.6% | +16.6% | -9.0% | -2.9% |
| 6M | +16.2% | +10.4% | +5.8% | +7.8% |
| YTD | +50.8% | -12.1% | +62.9% | +59.1% |
| 1Y | +34.7% | -23.6% | +58.3% | +54.7% |
| 3Y | -1.0% | -19.3% | +18.3% | +6.8% |
| 5Y | +163.2% | -15.4% | +178.5% | +166.2% |
| All | +5.9% | +135.7% | -129.8% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling