+1.0%
OXY vs SPG
+106.5%
-105.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.8% |
| 7D | +0.6% | -1.7% | +2.3% | +1.1% |
| 30D | +4.5% | -6.3% | +10.8% | +6.4% |
| 3M | +8.9% | -2.4% | +11.3% | +9.1% |
| 6M | +12.5% | +9.6% | +2.8% | +7.3% |
| YTD | +50.5% | +14.2% | +36.3% | +40.7% |
| 1Y | +38.6% | +19.3% | +19.3% | +26.9% |
| All | +1.0% | +106.5% | -105.5% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling