+282.6%
SPGI vs OXY
+7.0%
+275.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -8.9% | +1.4% | -10.3% | -9.1% |
| 30D | +0.6% | +4.0% | -3.4% | 0.0% |
| 3M | +2.0% | +7.6% | -5.6% | +0.7% |
| 6M | +0.1% | +16.2% | -16.1% | -2.7% |
| YTD | -16.4% | +50.8% | -67.2% | -22.1% |
| 1Y | -18.9% | +34.7% | -53.6% | -23.3% |
| 3Y | +13.8% | -1.0% | +14.8% | +11.4% |
| 5Y | +0.5% | +163.2% | -162.7% | -17.8% |
| All | +282.6% | +7.0% | +275.6% | +230.3% |
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