+97.5%
OXY vs SPY
+72.1%
+25.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +4.2% | +2.6% | +1.6% | +2.5% |
| 30D | -4.3% | -2.0% | -2.4% | -3.4% |
| 3M | +2.3% | -2.8% | +5.1% | +3.7% |
| 6M | +5.5% | +2.1% | +3.4% | +3.0% |
| YTD | +44.9% | +11.5% | +33.4% | +31.8% |
| 1Y | +42.6% | +13.5% | +29.1% | +27.7% |
| 3Y | +0.7% | +77.7% | -77.0% | -37.6% |
| All | +97.5% | +72.1% | +25.4% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling