+49.8%
OILK vs SPY
+14.6%
+35.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -5.0% |
| 7D | -17.3% | -0.7% | -16.6% | -17.7% |
| 30D | -7.7% | -1.0% | -6.7% | -8.4% |
| 3M | +9.2% | -0.3% | +9.6% | +9.2% |
| 6M | -6.2% | +7.3% | -13.5% | +0.3% |
| YTD | +56.6% | +13.3% | +43.3% | +77.2% |
| 1Y | +49.8% | +14.8% | +35.0% | +69.5% |
| All | +49.8% | +14.6% | +35.2% | +69.5% |
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