-37.6%
RKT vs OXY
+37.2%
-74.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | +0.1% |
| 7D | -6.3% | +2.8% | -9.1% | -5.1% |
| 30D | -6.2% | +5.5% | -11.6% | -3.9% |
| 3M | -1.9% | +11.3% | -13.2% | +4.5% |
| 6M | -13.0% | +11.6% | -24.6% | -8.9% |
| YTD | -31.9% | +51.6% | -83.5% | -34.5% |
| 1Y | -37.6% | +36.2% | -73.8% | -37.7% |
| All | -37.6% | +37.2% | -74.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling