+60.0%
OILK vs SPY
+309.3%
-249.3%
-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% | -0.3% | -0.5% |
| 7D | -1.3% | +2.6% | -3.9% | -2.6% |
| 30D | -5.7% | -2.0% | -3.7% | -4.9% |
| 3M | +15.7% | -2.8% | +18.5% | +17.0% |
| 6M | +8.3% | +2.1% | +6.2% | +6.2% |
| YTD | +77.4% | +11.5% | +65.9% | +64.4% |
| 1Y | +73.5% | +13.5% | +60.1% | +59.1% |
| 3Y | +57.3% | +77.7% | -20.4% | +7.4% |
| 5Y | +109.4% | +72.6% | +36.8% | +43.8% |
| 10Y | +73.3% | +308.2% | -234.8% | -33.5% |
| All | +60.0% | +309.3% | -249.3% | -38.6% |
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