+1,851.9%
OXY vs SPG
+5,256.9%
-3,405.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +1.6% | -2.4% | +4.0% | +2.7% |
| 30D | +11.6% | -6.8% | +18.4% | +15.1% |
| 3M | +2.8% | +2.7% | +0.1% | +1.0% |
| 6M | +13.0% | +5.5% | +7.6% | +8.8% |
| YTD | +47.4% | +15.7% | +31.7% | +35.8% |
| 1Y | +31.5% | +20.9% | +10.6% | +18.5% |
| 3Y | -1.9% | +112.4% | -114.3% | -33.1% |
| 5Y | +148.0% | +101.4% | +46.6% | +69.8% |
| 10Y | +2.3% | +60.6% | -58.4% | -26.6% |
| All | +1,851.9% | +5,256.9% | -3,405.0% | +466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling