+13.5%
SPY vs OXY
+42.1%
-28.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.3% |
| 7D | +2.6% | +4.2% | -1.6% | +3.1% |
| 30D | -2.0% | -4.3% | +2.4% | -2.4% |
| 3M | -2.8% | +2.3% | -5.1% | -2.4% |
| 6M | +2.1% | +5.5% | -3.4% | +3.2% |
| YTD | +11.5% | +44.9% | -33.4% | +11.4% |
| 1Y | +13.5% | +42.6% | -29.1% | +14.2% |
| All | +13.5% | +42.1% | -28.7% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling