+49.7%
OILK vs SPY
+316.8%
-267.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | +16.5% | +0.1% | +16.4% | +16.4% |
| 3M | +3.1% | +2.0% | +1.1% | +1.6% |
| 6M | +33.4% | +13.0% | +20.4% | +23.4% |
| YTD | +66.0% | +13.5% | +52.5% | +53.0% |
| 1Y | +54.3% | +20.0% | +34.3% | +37.4% |
| 3Y | +43.1% | +77.2% | -34.1% | -1.7% |
| 5Y | +121.1% | +81.9% | +39.3% | +46.8% |
| All | +49.7% | +316.8% | -267.1% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling