+62.4%
OXY vs RVMD
+622.3%
-559.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.8% | -3.0% | +5.8% | +3.3% |
| 30D | +5.5% | -0.7% | +6.2% | +5.5% |
| 3M | +11.3% | +36.5% | -25.2% | +6.1% |
| 6M | +11.6% | +104.6% | -93.0% | -1.6% |
| YTD | +51.6% | +155.8% | -104.3% | +27.3% |
| 1Y | +36.2% | +340.7% | -304.5% | +3.8% |
| 3Y | +1.7% | +519.9% | -518.2% | -30.9% |
| 5Y | +164.5% | +584.9% | -420.5% | +61.5% |
| All | +62.4% | +622.3% | -559.9% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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