+14.5%
OXY vs SPMO
+575.0%
-560.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.6% | +2.7% | -2.1% | -1.2% |
| 30D | +4.5% | +1.1% | +3.4% | +3.5% |
| 3M | +8.9% | +2.0% | +6.9% | +4.9% |
| 6M | +12.5% | +26.5% | -14.1% | -10.1% |
| YTD | +50.5% | +26.5% | +24.0% | +20.0% |
| 1Y | +38.6% | +27.9% | +10.7% | +9.0% |
| 3Y | -1.2% | +160.4% | -161.6% | -59.8% |
| 5Y | +161.6% | +151.5% | +10.1% | +10.7% |
| 10Y | +5.3% | +526.3% | -521.1% | -72.5% |
| All | +14.5% | +575.0% | -560.5% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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