+172.7%
SLV vs OXY
+164.6%
+8.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.1% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | +2.2% | +4.5% | -2.3% | +1.6% |
| 3M | +2.9% | +8.9% | -6.0% | +1.6% |
| 6M | -22.4% | +12.5% | -34.9% | -24.7% |
| YTD | -5.7% | +50.5% | -56.2% | -12.8% |
| 1Y | +63.3% | +38.6% | +24.7% | +52.6% |
| 3Y | +189.0% | -1.2% | +190.2% | +181.2% |
| 5Y | +172.7% | +161.6% | +11.0% | +139.7% |
| All | +172.7% | +164.6% | +8.1% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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