+6.4%
OXY vs SPYG
+424.6%
-418.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | +2.8% | -0.9% | +3.7% | +3.5% |
| 30D | +5.5% | -1.5% | +7.0% | +6.6% |
| 3M | +11.3% | +3.7% | +7.6% | +7.1% |
| 6M | +11.6% | +16.4% | -4.8% | -4.1% |
| YTD | +51.6% | +13.3% | +38.2% | +32.8% |
| 1Y | +36.2% | +17.9% | +18.3% | +14.6% |
| 3Y | +1.7% | +98.3% | -96.6% | -49.0% |
| 5Y | +164.5% | +86.4% | +78.0% | +36.3% |
| All | +6.4% | +424.6% | -418.2% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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