+1,127.7%
RSP vs OXY
+657.0%
+470.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | -0.3% | +11.6% | -11.9% | -3.5% |
| 3M | +4.3% | +2.8% | +1.5% | +2.9% |
| 6M | +8.8% | +13.0% | -4.2% | +3.5% |
| YTD | +15.3% | +47.4% | -32.1% | +1.0% |
| 1Y | +18.3% | +31.5% | -13.2% | +6.7% |
| 3Y | +52.8% | -1.9% | +54.7% | +47.1% |
| 5Y | +51.7% | +148.0% | -96.2% | +3.4% |
| 10Y | +208.5% | +2.3% | +206.2% | +127.2% |
| All | +1,127.7% | +657.0% | +470.8% | +324.1% |
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