-3.5%
OXY vs RY
+155.6%
-159.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -11.9% | -0.9% | -11.0% | -11.8% |
| 30D | -3.1% | +5.9% | -9.0% | -4.0% |
| 3M | +1.1% | -4.3% | +5.3% | +1.7% |
| 6M | +3.2% | +12.1% | -8.9% | -0.4% |
| YTD | +39.0% | +20.3% | +18.8% | +31.0% |
| 1Y | +42.7% | +41.0% | +1.7% | +24.4% |
| 3Y | -3.5% | +157.5% | -161.1% | -34.8% |
| All | -3.5% | +155.6% | -159.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling