+162.0%
OXY vs RVTY
-34.5%
+196.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | +0.9% | -7.4% | +8.3% | +2.1% |
| 30D | +3.6% | +4.5% | -0.9% | +2.7% |
| 3M | +7.1% | +19.5% | -12.4% | +3.7% |
| 6M | +15.7% | +34.1% | -18.5% | +8.6% |
| YTD | +50.1% | +25.3% | +24.9% | +42.6% |
| 1Y | +34.1% | +47.0% | -12.9% | +22.3% |
| 3Y | -1.5% | +14.1% | -15.6% | -6.4% |
| 5Y | +162.0% | -34.6% | +196.5% | +138.0% |
| All | +162.0% | -34.5% | +196.5% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling