+147.4%
RTX vs OXY
+99.7%
+47.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +4.8% | +4.2% | +0.6% | +4.1% |
| 30D | +6.5% | -4.3% | +10.8% | +7.2% |
| 3M | -9.6% | +2.3% | -11.9% | -10.2% |
| 6M | +12.3% | +5.5% | +6.8% | +10.6% |
| YTD | +9.5% | +44.9% | -35.4% | +0.1% |
| 1Y | +15.8% | +42.6% | -26.8% | +6.2% |
| 3Y | +157.0% | +0.7% | +156.3% | +149.4% |
| All | +147.4% | +99.7% | +47.7% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling