+3,036.2%
SPY vs OXY
+1,779.9%
+1,256.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.6% | +4.2% | -1.6% | +1.6% |
| 30D | -2.0% | -4.3% | +2.4% | -1.1% |
| 3M | -2.8% | +2.3% | -5.1% | -3.7% |
| 6M | +2.1% | +5.5% | -3.4% | -0.2% |
| YTD | +11.5% | +44.9% | -33.4% | -0.4% |
| 1Y | +13.5% | +42.6% | -29.1% | +1.6% |
| 3Y | +77.7% | +0.7% | +77.0% | +70.6% |
| 5Y | +72.6% | +96.9% | -24.3% | +33.1% |
| 10Y | +308.2% | +18.8% | +289.4% | +194.4% |
| All | +3,036.2% | +1,779.9% | +1,256.3% | +1,048.4% |
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