+230.9%
SPOT vs OXY
-1.7%
+232.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.9% | +1.4% | -8.2% | -6.9% |
| 30D | +4.1% | +4.0% | +0.1% | +3.9% |
| 3M | +3.7% | +7.6% | -3.9% | +3.3% |
| 6M | -1.6% | +16.2% | -17.8% | -2.6% |
| YTD | -10.2% | +50.8% | -61.0% | -12.6% |
| 1Y | -25.9% | +34.7% | -60.6% | -27.2% |
| All | +230.9% | -1.7% | +232.6% | +214.0% |
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 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