+21.9%
OXY vs RUN
-29.4%
+51.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.6% |
| 7D | -0.5% | +10.2% | -10.6% | -1.6% |
| 30D | +8.5% | -9.6% | +18.1% | +9.5% |
| 3M | +6.0% | -31.5% | +37.5% | +9.5% |
| 6M | +13.0% | -18.7% | +31.7% | +13.2% |
| YTD | +48.9% | -49.9% | +98.8% | +55.5% |
| 1Y | +36.4% | -45.5% | +81.9% | +39.4% |
| 3Y | -2.3% | -34.1% | +31.8% | -16.5% |
| 5Y | +160.6% | -79.4% | +240.1% | +143.6% |
| 10Y | +2.0% | +48.9% | -47.0% | -33.0% |
| All | +21.9% | -29.4% | +51.3% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling