+15.6%
RSP vs OXY
+38.2%
-22.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.1% | +1.4% | -4.5% | -3.1% |
| 30D | -3.4% | +4.0% | -7.4% | -3.3% |
| 3M | +3.6% | +7.6% | -4.0% | +4.0% |
| 6M | +9.0% | +16.2% | -7.2% | +8.0% |
| YTD | +12.2% | +50.8% | -38.6% | +7.8% |
| 1Y | +15.6% | +34.7% | -19.1% | +11.9% |
| All | +15.6% | +38.2% | -22.7% | +11.9% |
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