+14,784.9%
SPGI vs OXY
+1,292.9%
+13,491.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | 0.0% |
| 7D | +1.6% | -5.8% | +7.4% | +2.9% |
| 30D | +16.1% | -5.3% | +21.4% | +17.3% |
| 3M | +15.5% | -2.5% | +18.0% | +15.7% |
| 6M | +19.6% | +8.3% | +11.4% | +16.3% |
| YTD | -3.6% | +40.3% | -43.9% | -12.7% |
| 1Y | +2.2% | +38.8% | -36.6% | -7.3% |
| 3Y | +30.1% | -1.4% | +31.5% | +25.5% |
| 5Y | +14.9% | +92.2% | -77.3% | -10.4% |
| 10Y | +334.0% | +13.7% | +320.3% | +215.0% |
| All | +14,784.9% | +1,292.9% | +13,491.9% | +6,957.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling