+307.8%
SPY vs OXY
+19.5%
+288.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.6% | +4.2% | -1.6% | +1.9% |
| 30D | -2.0% | -4.3% | +2.4% | -1.4% |
| 3M | -2.8% | +2.3% | -5.1% | -3.4% |
| 6M | +2.1% | +5.5% | -3.4% | +0.7% |
| YTD | +11.5% | +44.9% | -33.4% | +3.5% |
| 1Y | +13.5% | +42.6% | -29.1% | +5.5% |
| 3Y | +77.7% | +0.7% | +77.0% | +72.9% |
| 5Y | +72.6% | +96.9% | -24.3% | +47.0% |
| All | +307.8% | +19.5% | +288.3% | +252.6% |
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