+1,794.1%
OXY vs ROP
+24,791.5%
-22,997.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.9% |
| 7D | -0.5% | -5.4% | +4.9% | +1.2% |
| 30D | +8.5% | -1.6% | +10.1% | +8.9% |
| 3M | +6.0% | +18.8% | -12.8% | -0.2% |
| 6M | +13.0% | +8.2% | +4.8% | +9.3% |
| YTD | +48.9% | -10.5% | +59.4% | +52.1% |
| 1Y | +36.4% | -23.7% | +60.2% | +46.4% |
| 3Y | -2.3% | -17.9% | +15.6% | +1.8% |
| 5Y | +160.6% | -15.3% | +176.0% | +166.6% |
| 10Y | +2.0% | +133.4% | -131.4% | -19.9% |
| All | +1,794.1% | +24,791.5% | -22,997.5% | +706.5% |
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