+36.2%
OXY vs RRC
+20.5%
+15.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | +2.8% | -2.0% | +4.9% | +4.1% |
| 30D | +5.5% | +2.4% | +3.0% | +3.8% |
| 3M | +11.3% | +8.6% | +2.7% | +5.6% |
| 6M | +11.6% | -1.4% | +13.0% | +12.6% |
| YTD | +51.6% | +17.3% | +34.3% | +41.1% |
| 1Y | +36.2% | +18.1% | +18.1% | +24.2% |
| All | +36.2% | +20.5% | +15.7% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling