+1.0%
OXY vs ROP
-18.8%
+19.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +0.6% | -6.1% | +6.8% | +1.9% |
| 30D | +4.5% | -3.4% | +7.9% | +5.2% |
| 3M | +8.9% | +16.7% | -7.8% | +4.6% |
| 6M | +12.5% | +8.1% | +4.4% | +10.1% |
| YTD | +50.5% | -11.7% | +62.2% | +55.3% |
| 1Y | +38.6% | -24.2% | +62.8% | +50.3% |
| All | +1.0% | -18.8% | +19.7% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling