+338.6%
SPGI vs OXY
+18.8%
+319.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | -0.8% | +3.6% | -4.4% | -1.3% |
| 30D | +14.3% | -5.3% | +19.5% | +15.0% |
| 3M | +14.5% | +0.2% | +14.3% | +14.2% |
| 6M | +17.3% | +4.7% | +12.5% | +15.9% |
| YTD | -4.6% | +44.0% | -48.6% | -10.6% |
| 1Y | +0.8% | +42.1% | -41.3% | -5.5% |
| 3Y | +28.8% | +1.2% | +27.6% | +25.6% |
| 5Y | +14.0% | +95.7% | -81.7% | -2.1% |
| All | +338.6% | +18.8% | +319.8% | +269.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling