+2.2%
SPGI vs OXY
+164.6%
-162.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.7% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | +2.0% | +4.5% | -2.5% | +1.6% |
| 3M | +4.3% | +8.9% | -4.6% | +3.3% |
| 6M | -0.2% | +12.5% | -12.7% | -1.9% |
| YTD | -14.8% | +50.5% | -65.3% | -19.2% |
| 1Y | -18.5% | +38.6% | -57.2% | -22.1% |
| 3Y | +16.0% | -1.2% | +17.2% | +13.8% |
| 5Y | +2.2% | +161.6% | -159.4% | -6.4% |
| All | +2.2% | +164.6% | -162.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling