+19.0%
SPGI vs OXY
-1.9%
+20.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.3% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | +5.4% | +8.5% | -3.1% | +4.8% |
| 3M | +9.0% | +6.0% | +3.0% | +8.6% |
| 6M | +0.8% | +13.0% | -12.2% | -0.8% |
| YTD | -12.6% | +48.9% | -61.4% | -17.3% |
| 1Y | -16.1% | +36.4% | -52.5% | -19.7% |
| 3Y | +19.0% | -2.3% | +21.3% | +15.4% |
| All | +19.0% | -1.9% | +20.9% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling