-9.7%
RKT vs OXY
+156.7%
-166.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -7.2% | +0.9% | -8.2% | -7.3% |
| 30D | -7.9% | +3.6% | -11.4% | -8.2% |
| 3M | +5.2% | +7.1% | -1.9% | +4.2% |
| 6M | -14.9% | +15.7% | -30.6% | -17.8% |
| YTD | -31.9% | +50.1% | -82.0% | -37.8% |
| 1Y | -36.9% | +34.1% | -71.0% | -41.1% |
| 3Y | +35.7% | -1.5% | +37.2% | +33.1% |
| 5Y | -9.7% | +162.0% | -171.7% | -31.7% |
| All | -9.7% | +156.7% | -166.4% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling