+162.0%
OXY vs ROP
-16.6%
+178.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | +0.9% | -8.0% | +8.9% | +3.2% |
| 30D | +3.6% | -2.7% | +6.3% | +4.2% |
| 3M | +7.1% | +16.6% | -9.5% | +1.7% |
| 6M | +15.7% | +10.4% | +5.3% | +11.6% |
| YTD | +50.1% | -12.1% | +62.2% | +55.5% |
| 1Y | +34.1% | -23.6% | +57.7% | +45.8% |
| 3Y | -1.5% | -19.3% | +17.9% | +4.1% |
| 5Y | +162.0% | -15.4% | +177.3% | +165.3% |
| All | +162.0% | -16.6% | +178.6% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling