-18.9%
SPGI vs OXY
+37.6%
-56.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -8.9% | +0.9% | -9.8% | -8.8% |
| 30D | +0.6% | +3.6% | -2.9% | +0.9% |
| 3M | +2.0% | +7.1% | -5.1% | +2.8% |
| 6M | +0.1% | +15.7% | -15.6% | +1.1% |
| YTD | -16.4% | +50.1% | -66.5% | -15.4% |
| 1Y | -18.9% | +34.1% | -53.0% | -18.3% |
| All | -18.9% | +37.6% | -56.5% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling