+6.4%
OXY vs SPG
+64.5%
-58.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +2.8% | -1.2% | +4.0% | +3.5% |
| 30D | +5.5% | -6.1% | +11.6% | +9.4% |
| 3M | +11.3% | -3.6% | +15.0% | +13.1% |
| 6M | +11.6% | +10.4% | +1.2% | +3.1% |
| YTD | +51.6% | +14.4% | +37.2% | +36.5% |
| 1Y | +36.2% | +16.5% | +19.7% | +21.0% |
| 3Y | +1.7% | +106.8% | -105.1% | -39.0% |
| 5Y | +164.5% | +108.9% | +55.6% | +51.3% |
| All | +6.4% | +64.5% | -58.1% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling