-73.3%
OILD vs SPY
+9.8%
-83.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.4% | +13.6% | +13.5% |
| 7D | +35.7% | -4.7% | +40.5% | +41.8% |
| 30D | +5.1% | -5.9% | +11.0% | +11.6% |
| 3M | -24.8% | -4.5% | -20.3% | -21.4% |
| 6M | -20.4% | +1.8% | -22.1% | -22.1% |
| YTD | -70.3% | +8.3% | -78.6% | -72.7% |
| 1Y | -73.3% | +9.3% | -82.7% | -75.4% |
| All | -73.3% | +9.8% | -83.1% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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