-3.1%
RTX vs OXY
+15.7%
-18.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.9% |
| 7D | -5.2% | +1.6% | -6.7% | -4.8% |
| 30D | -9.4% | +11.6% | -21.0% | -6.8% |
| 3M | +12.3% | +2.8% | +9.5% | +12.6% |
| 6M | -3.1% | +13.0% | -16.2% | -0.7% |
| All | -3.1% | +15.7% | -18.8% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling