+948.3%
OXY vs RSG
+1,999.8%
-1,051.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | +1.4% | -1.8% | +3.2% | +2.0% |
| 30D | +4.0% | +2.8% | +1.2% | +3.1% |
| 3M | +7.6% | +4.3% | +3.3% | +6.0% |
| 6M | +16.2% | -0.5% | +16.7% | +16.2% |
| YTD | +50.8% | +5.2% | +45.6% | +48.1% |
| 1Y | +34.7% | -2.1% | +36.8% | +35.3% |
| 3Y | -1.0% | +56.5% | -57.5% | -15.5% |
| 5Y | +163.2% | +89.5% | +73.7% | +109.3% |
| 10Y | +5.5% | +424.8% | -419.3% | -37.0% |
| All | +948.3% | +1,999.8% | -1,051.5% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling