+1,332.5%
OXY vs RVTY
+2,416.7%
-1,084.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +11.6% | +13.2% | -1.6% | +8.3% |
| 3M | +2.8% | +27.2% | -24.4% | -3.3% |
| 6M | +13.0% | +32.4% | -19.4% | +4.2% |
| YTD | +47.4% | +34.9% | +12.5% | +34.8% |
| 1Y | +31.5% | +52.4% | -20.9% | +16.4% |
| 3Y | -1.9% | +12.3% | -14.2% | -8.5% |
| 5Y | +148.0% | -30.8% | +178.8% | +154.0% |
| 10Y | +2.3% | +150.7% | -148.4% | -22.3% |
| All | +1,332.5% | +2,416.7% | -1,084.2% | +633.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling