+1,381.0%
OXY vs RY
+11,573.6%
-10,192.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +1.6% | +3.1% | -1.5% | -0.4% |
| 30D | +11.6% | -0.3% | +11.9% | +11.6% |
| 3M | +2.8% | +8.7% | -5.9% | -3.3% |
| 6M | +13.0% | +28.5% | -15.5% | -5.5% |
| YTD | +47.4% | +25.1% | +22.3% | +25.1% |
| 1Y | +31.5% | +46.3% | -14.8% | +0.6% |
| 3Y | -1.9% | +154.9% | -156.9% | -48.7% |
| 5Y | +148.0% | +140.3% | +7.7% | +35.3% |
| 10Y | +2.3% | +377.0% | -374.8% | -58.8% |
| All | +1,381.0% | +11,573.6% | -10,192.6% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling