+61.1%
OILK vs SPY
+310.8%
-249.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | +0.2% | +3.3% | -3.1% | -1.5% |
| 30D | -5.1% | -2.7% | -2.4% | -4.0% |
| 3M | +15.2% | -1.7% | +16.9% | +15.8% |
| 6M | +7.2% | +3.1% | +4.1% | +4.5% |
| YTD | +78.6% | +11.9% | +66.7% | +65.3% |
| 1Y | +74.7% | +12.0% | +62.7% | +61.5% |
| 3Y | +60.8% | +78.2% | -17.4% | +9.7% |
| 5Y | +110.9% | +73.2% | +37.7% | +44.6% |
| 10Y | +74.5% | +309.6% | -235.1% | -33.2% |
| All | +61.1% | +310.8% | -249.7% | -38.3% |
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