+6.4%
OXY vs ROST
+317.9%
-311.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.5% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | +5.5% | -6.9% | +12.3% | +8.6% |
| 3M | +11.3% | -3.3% | +14.6% | +12.2% |
| 6M | +11.6% | +9.0% | +2.6% | +5.0% |
| YTD | +51.6% | +28.9% | +22.7% | +31.2% |
| 1Y | +36.2% | +54.0% | -17.8% | +7.6% |
| 3Y | +1.7% | +100.7% | -99.0% | -32.2% |
| 5Y | +164.5% | +116.0% | +48.4% | +60.2% |
| All | +6.4% | +317.9% | -311.4% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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