+36.2%
OXY vs RVTY
+50.6%
-14.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.8% |
| 7D | +2.8% | -4.5% | +7.4% | +2.4% |
| 30D | +5.5% | +5.5% | 0.0% | +6.0% |
| 3M | +11.3% | +22.5% | -11.2% | +13.7% |
| 6M | +11.6% | +38.9% | -27.3% | +14.9% |
| YTD | +51.6% | +28.7% | +22.8% | +56.6% |
| 1Y | +36.2% | +45.5% | -9.3% | +35.5% |
| All | +36.2% | +50.6% | -14.4% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling