+1,779.9%
OXY vs SPY
+3,034.0%
-1,254.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +4.2% | +2.6% | +1.6% | +1.5% |
| 30D | -4.3% | -2.0% | -2.4% | -2.9% |
| 3M | +2.3% | -2.8% | +5.1% | +4.4% |
| 6M | +5.5% | +2.1% | +3.4% | +1.7% |
| YTD | +44.9% | +11.5% | +33.4% | +26.2% |
| 1Y | +42.6% | +13.5% | +29.1% | +21.8% |
| 3Y | +0.7% | +77.7% | -77.0% | -46.0% |
| 5Y | +96.9% | +72.6% | +24.3% | +7.2% |
| 10Y | +18.8% | +308.2% | -289.4% | -68.2% |
| All | +1,779.9% | +3,034.0% | -1,254.0% | +24.0% |
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 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