+252.8%
SPOT vs OXY
+15.9%
+236.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -3.1% | +2.8% | -5.9% | -3.4% |
| 30D | +7.4% | +5.5% | +1.9% | +6.7% |
| 3M | +8.2% | +11.3% | -3.1% | +6.7% |
| 6M | +2.2% | +11.6% | -9.4% | +0.5% |
| YTD | -9.5% | +51.6% | -61.0% | -14.3% |
| 1Y | -23.8% | +36.2% | -60.0% | -27.2% |
| 3Y | +233.5% | +1.7% | +231.8% | +226.8% |
| 5Y | +112.2% | +164.5% | -52.3% | +83.7% |
| All | +252.8% | +15.9% | +236.9% | +309.5% |
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