+17.3%
OXY vs RRC
+73.1%
-55.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +4.2% | +6.4% | -2.2% | +1.6% |
| 30D | -4.3% | +23.9% | -28.2% | -13.3% |
| 3M | +2.3% | +30.2% | -27.9% | -9.1% |
| 6M | +5.5% | +26.3% | -20.7% | -5.0% |
| YTD | +44.9% | +48.1% | -3.2% | +22.3% |
| 1Y | +42.6% | +37.7% | +4.9% | +23.8% |
| 3Y | +0.7% | +60.3% | -59.5% | -19.6% |
| 5Y | +96.9% | +135.3% | -38.4% | +26.4% |
| All | +17.3% | +73.1% | -55.7% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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