+1,812.4%
OXY vs SPY
+3,091.8%
-1,279.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | +11.6% | +0.1% | +11.5% | +11.4% |
| 3M | +2.8% | +2.0% | +0.8% | 0.0% |
| 6M | +13.0% | +13.0% | 0.0% | -2.1% |
| YTD | +47.4% | +13.5% | +33.8% | +26.9% |
| 1Y | +31.5% | +20.0% | +11.5% | +6.7% |
| 3Y | -1.9% | +77.2% | -79.1% | -47.0% |
| 5Y | +148.0% | +81.9% | +66.1% | +29.0% |
| 10Y | +2.3% | +314.1% | -311.8% | -72.9% |
| All | +1,812.4% | +3,091.8% | -1,279.3% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling