+163.2%
OXY vs ROST
+107.5%
+55.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -2.5% | +3.9% | +1.8% |
| 30D | +4.0% | -10.3% | +14.3% | +5.7% |
| 3M | +7.6% | -2.6% | +10.2% | +7.8% |
| 6M | +16.2% | +6.5% | +9.7% | +14.0% |
| YTD | +50.8% | +25.9% | +24.9% | +42.7% |
| 1Y | +34.7% | +52.3% | -17.6% | +22.2% |
| 3Y | -1.0% | +94.6% | -95.6% | -16.2% |
| 5Y | +163.2% | +111.1% | +52.1% | +137.5% |
| All | +163.2% | +107.5% | +55.6% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling