+1,046.5%
OXY vs SPYG
+559.2%
+487.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +4.5% | -1.7% | +6.2% | +5.8% |
| 3M | +8.9% | +3.6% | +5.3% | +4.7% |
| 6M | +12.5% | +16.6% | -4.1% | -3.1% |
| YTD | +50.5% | +13.4% | +37.1% | +32.2% |
| 1Y | +38.6% | +19.6% | +19.0% | +16.0% |
| 3Y | -1.2% | +99.8% | -101.0% | -47.3% |
| 5Y | +161.6% | +85.0% | +76.7% | +44.4% |
| 10Y | +5.3% | +422.1% | -416.8% | -73.4% |
| All | +1,046.5% | +559.2% | +487.3% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling