+3,094.0%
SPY vs OXY
+1,812.4%
+1,281.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | +0.1% | +11.6% | -11.5% | -2.7% |
| 3M | +2.0% | +2.8% | -0.8% | +0.8% |
| 6M | +13.0% | +13.0% | 0.0% | +8.2% |
| YTD | +13.5% | +47.4% | -33.8% | +1.4% |
| 1Y | +20.0% | +31.5% | -11.5% | +9.8% |
| 3Y | +77.2% | -1.9% | +79.1% | +71.4% |
| 5Y | +81.9% | +148.0% | -66.1% | +31.8% |
| 10Y | +314.1% | +2.3% | +311.8% | +214.8% |
| All | +3,094.0% | +1,812.4% | +1,281.6% | +1,068.8% |
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