+82.0%
SPY vs OXY
+156.7%
-74.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.0% | +0.9% | -2.9% | -2.1% |
| 30D | -1.7% | +3.6% | -5.2% | -2.2% |
| 3M | +4.7% | +7.1% | -2.4% | +3.5% |
| 6M | +12.5% | +15.7% | -3.2% | +9.2% |
| YTD | +11.7% | +50.1% | -38.4% | +3.5% |
| 1Y | +17.5% | +34.1% | -16.6% | +10.7% |
| 3Y | +76.6% | -1.5% | +78.0% | +71.6% |
| 5Y | +82.0% | +162.0% | -80.0% | +54.3% |
| All | +82.0% | +156.7% | -74.7% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling