+211.0%
RSP vs OXY
+19.5%
+191.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +2.4% | +4.2% | -1.8% | +1.6% |
| 30D | +4.3% | -4.3% | +8.6% | +5.0% |
| 3M | -0.3% | +2.3% | -2.6% | -1.1% |
| 6M | +9.8% | +5.5% | +4.3% | +7.9% |
| YTD | +16.8% | +44.9% | -28.0% | +6.8% |
| 1Y | +19.5% | +42.6% | -23.1% | +9.5% |
| 3Y | +65.1% | +0.7% | +64.4% | +60.0% |
| 5Y | +48.7% | +96.9% | -48.2% | +21.6% |
| All | +211.0% | +19.5% | +191.5% | +147.6% |
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