+1,308.1%
OXY vs RVTY
+2,885.1%
-1,577.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | -4.3% | +1.5% | -5.9% | -4.9% |
| 3M | +2.3% | +31.5% | -29.2% | -4.6% |
| 6M | +5.5% | +62.7% | -57.1% | -6.8% |
| YTD | +44.9% | +60.0% | -15.1% | +26.7% |
| 1Y | +42.6% | +65.7% | -23.1% | +23.5% |
| 3Y | +0.7% | +85.2% | -84.5% | -16.4% |
| 5Y | +96.9% | -14.9% | +111.7% | +91.3% |
| 10Y | +18.8% | +211.9% | -193.1% | -14.5% |
| All | +1,308.1% | +2,885.1% | -1,577.0% | +589.1% |
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