+251.0%
SPOT vs OXY
+15.1%
+235.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.2% |
| 7D | -6.5% | +0.6% | -7.1% | -6.6% |
| 30D | +2.2% | +4.5% | -2.3% | +1.6% |
| 3M | +5.4% | +8.9% | -3.5% | +4.2% |
| 6M | -4.0% | +12.5% | -16.5% | -5.8% |
| YTD | -9.9% | +50.5% | -60.4% | -14.7% |
| 1Y | -27.3% | +38.6% | -65.9% | -30.6% |
| 3Y | +236.4% | -1.2% | +237.6% | +230.8% |
| 5Y | +112.6% | +161.6% | -49.0% | +84.3% |
| All | +251.0% | +15.1% | +235.9% | +307.7% |
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