+203.4%
RSP vs OXY
+6.5%
+197.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | -3.4% | +3.6% | -7.0% | -4.1% |
| 3M | +3.6% | +7.1% | -3.5% | +1.9% |
| 6M | +9.0% | +15.7% | -6.7% | +4.8% |
| YTD | +12.2% | +50.1% | -37.9% | +2.1% |
| 1Y | +15.6% | +34.1% | -18.5% | +7.3% |
| 3Y | +51.6% | -1.5% | +53.1% | +47.8% |
| 5Y | +50.4% | +162.0% | -111.6% | +15.7% |
| All | +203.4% | +6.5% | +197.0% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling