+1,142.0%
RSP vs OXY
+639.7%
+502.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.4% |
| 7D | +1.8% | +3.6% | -1.8% | +0.7% |
| 30D | +3.5% | -5.3% | +8.8% | +4.8% |
| 3M | +0.2% | +0.2% | 0.0% | -0.3% |
| 6M | +9.1% | +4.7% | +4.4% | +6.4% |
| YTD | +16.6% | +44.0% | -27.4% | +2.4% |
| 1Y | +17.9% | +42.1% | -24.1% | +3.8% |
| 3Y | +64.6% | +1.2% | +63.4% | +56.8% |
| 5Y | +48.4% | +95.7% | -47.3% | +9.2% |
| 10Y | +212.9% | +18.1% | +194.8% | +115.9% |
| All | +1,142.0% | +639.7% | +502.4% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling