+220.7%
OXY vs RPRX
+57.8%
+162.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.9% |
| 7D | -0.5% | -2.8% | +2.3% | 0.0% |
| 30D | +8.5% | +7.2% | +1.3% | +7.1% |
| 3M | +6.0% | +10.9% | -4.9% | +3.9% |
| 6M | +13.0% | +34.6% | -21.6% | +6.5% |
| YTD | +48.9% | +59.0% | -10.1% | +35.6% |
| 1Y | +36.4% | +72.5% | -36.1% | +21.8% |
| 3Y | -2.3% | +124.1% | -126.4% | -18.5% |
| 5Y | +160.6% | +75.9% | +84.7% | +130.2% |
| All | +220.7% | +57.8% | +162.8% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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