+126.1%
OXY vs SPXS
-100.0%
+226.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +1.7% |
| 7D | +0.6% | +1.2% | -0.6% | +1.2% |
| 30D | +4.5% | +5.2% | -0.7% | +6.7% |
| 3M | +8.9% | -9.2% | +18.1% | +4.6% |
| 6M | +12.5% | -29.6% | +42.1% | -3.2% |
| YTD | +50.5% | -27.6% | +78.1% | +31.5% |
| 1Y | +38.6% | -36.7% | +75.3% | +15.1% |
| 3Y | -1.2% | -79.8% | +78.6% | -44.2% |
| 5Y | +161.6% | -85.9% | +247.5% | +50.5% |
| 10Y | +5.3% | -99.5% | +104.8% | -76.1% |
| All | +126.1% | -100.0% | +226.1% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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