+6.4%
OXY vs RSG
+428.9%
-422.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +5.5% | +4.0% | +1.5% | +2.8% |
| 3M | +11.3% | +7.4% | +3.9% | +6.1% |
| 6M | +11.6% | +0.1% | +11.5% | +11.0% |
| YTD | +51.6% | +6.0% | +45.5% | +45.4% |
| 1Y | +36.2% | -3.0% | +39.2% | +37.9% |
| 3Y | +1.7% | +56.5% | -54.8% | -27.8% |
| 5Y | +164.5% | +90.9% | +73.5% | +55.2% |
| All | +6.4% | +428.9% | -422.5% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling