+1,347.0%
OXY vs ROST
+69,900.8%
-68,553.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +8.5% | -10.0% | +18.5% | +10.5% |
| 3M | +6.0% | +1.2% | +4.8% | +5.5% |
| 6M | +13.0% | +8.9% | +4.0% | +10.4% |
| YTD | +48.9% | +28.1% | +20.8% | +41.0% |
| 1Y | +36.4% | +53.0% | -16.5% | +24.7% |
| 3Y | -2.3% | +97.9% | -100.1% | -15.7% |
| 5Y | +160.6% | +112.0% | +48.6% | +118.2% |
| 10Y | +2.0% | +303.0% | -301.0% | -21.3% |
| All | +1,347.0% | +69,900.8% | -68,553.8% | +613.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling