+163.2%
OXY vs RUN
-81.3%
+244.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.3% |
| 7D | +1.4% | -3.4% | +4.7% | +1.6% |
| 30D | +4.0% | -14.0% | +18.0% | +4.8% |
| 3M | +7.6% | -27.5% | +35.1% | +9.1% |
| 6M | +16.2% | -29.0% | +45.2% | +17.2% |
| YTD | +50.8% | -53.1% | +103.9% | +55.2% |
| 1Y | +34.7% | -46.7% | +81.4% | +36.4% |
| 3Y | -1.0% | -38.3% | +37.3% | -10.3% |
| 5Y | +163.2% | -80.7% | +243.9% | +158.9% |
| All | +163.2% | -81.3% | +244.4% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling