+1,743.2%
OXY vs ROP
+30,173.0%
-28,429.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +4.2% | +0.7% | +3.5% | +4.0% |
| 30D | -4.3% | +28.8% | -33.1% | -12.0% |
| 3M | +2.3% | +21.1% | -18.8% | -4.1% |
| 6M | +5.5% | +52.5% | -47.0% | -8.5% |
| YTD | +44.9% | +8.9% | +36.0% | +38.7% |
| 1Y | +42.6% | +8.2% | +34.4% | +36.8% |
| 3Y | +0.7% | -5.2% | +5.9% | 0.0% |
| 5Y | +96.9% | +1.7% | +95.1% | +89.4% |
| 10Y | +18.8% | +185.4% | -166.6% | -12.6% |
| All | +1,743.2% | +30,173.0% | -28,429.8% | +635.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling