+6.4%
OXY vs SPY
+322.5%
-316.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.5% |
| 7D | +2.8% | -0.8% | +3.6% | +3.7% |
| 30D | +5.5% | -1.1% | +6.5% | +6.6% |
| 3M | +11.3% | +3.9% | +7.4% | +5.5% |
| 6M | +11.6% | +13.6% | -2.0% | -6.7% |
| YTD | +51.6% | +12.7% | +38.9% | +27.6% |
| 1Y | +36.2% | +17.5% | +18.7% | +8.4% |
| 3Y | +1.7% | +76.9% | -75.2% | -53.6% |
| 5Y | +164.5% | +83.6% | +80.9% | +11.5% |
| All | +6.4% | +322.5% | -316.0% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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