+6.4%
OXY vs RRX
+228.4%
-222.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -1.0% |
| 7D | +2.8% | -0.3% | +3.2% | +2.9% |
| 30D | +5.5% | -6.1% | +11.6% | +8.0% |
| 3M | +11.3% | -23.1% | +34.4% | +20.9% |
| 6M | +11.6% | -19.5% | +31.1% | +14.0% |
| YTD | +51.6% | +16.1% | +35.5% | +25.7% |
| 1Y | +36.2% | +12.9% | +23.3% | +13.0% |
| 3Y | +1.7% | +7.9% | -6.2% | -21.7% |
| 5Y | +164.5% | +19.1% | +145.4% | +72.0% |
| All | +6.4% | +228.4% | -222.0% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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