+343.3%
SPGI vs OXY
+19.5%
+323.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.2% | +4.2% | -3.0% | +0.7% |
| 30D | +15.9% | -4.3% | +20.2% | +16.5% |
| 3M | +12.3% | +2.3% | +10.0% | +11.7% |
| 6M | +23.7% | +5.5% | +18.2% | +22.1% |
| YTD | -3.5% | +44.9% | -48.4% | -9.7% |
| 1Y | +0.4% | +42.6% | -42.2% | -5.8% |
| 3Y | +29.9% | +0.7% | +29.1% | +26.7% |
| 5Y | +15.2% | +96.9% | -81.7% | -1.1% |
| All | +343.3% | +19.5% | +323.8% | +272.7% |
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 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