+45.9%
OXY vs RSG
+19.5%
+26.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.2% | -5.6% |
| 7D | -8.8% | +5.1% | -13.9% | -10.8% |
| 30D | -1.7% | +15.3% | -17.0% | -8.2% |
| 3M | +4.5% | +18.6% | -14.0% | -3.9% |
| 6M | -4.0% | +19.5% | -23.5% | -12.5% |
| YTD | +41.4% | +17.2% | +24.2% | +32.4% |
| 1Y | +45.9% | +19.6% | +26.3% | +37.5% |
| All | +45.9% | +19.5% | +26.4% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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