+45.9%
OXY vs SPG
+34.3%
+11.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.0% | -4.2% |
| 7D | -8.8% | +8.2% | -17.0% | -6.7% |
| 30D | -1.7% | +13.5% | -15.1% | +1.8% |
| 3M | +4.5% | +2.2% | +2.3% | +5.0% |
| 6M | -4.0% | +15.9% | -19.9% | 0.0% |
| YTD | +41.4% | +27.6% | +13.8% | +41.8% |
| 1Y | +45.9% | +30.9% | +14.9% | +43.1% |
| All | +45.9% | +34.3% | +11.6% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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