+219.5%
SLV vs OXY
+103.1%
+116.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -5.8% | +4.2% | -10.0% | -6.5% |
| 30D | -12.1% | -4.3% | -7.8% | -11.7% |
| 3M | -24.1% | +2.3% | -26.4% | -24.7% |
| 6M | -44.4% | +5.5% | -49.9% | -45.3% |
| YTD | -31.5% | +44.9% | -76.4% | -36.8% |
| 1Y | -6.9% | +42.6% | -49.5% | -13.9% |
| 3Y | +116.0% | +0.7% | +115.3% | +110.2% |
| 5Y | +88.4% | +96.9% | -8.4% | +57.9% |
| 10Y | +167.9% | +18.8% | +149.1% | +120.1% |
| All | +219.5% | +103.1% | +116.4% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling