+318.0%
SPYM vs OXY
+7.5%
+310.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | -0.8% | +2.8% | -3.6% | -1.2% |
| 30D | -1.1% | +5.5% | -6.5% | -1.9% |
| 3M | +3.9% | +11.3% | -7.4% | +1.9% |
| 6M | +13.6% | +11.6% | +2.0% | +10.8% |
| YTD | +12.7% | +51.6% | -38.8% | +4.1% |
| 1Y | +17.6% | +36.2% | -18.6% | +10.3% |
| 3Y | +77.2% | +1.7% | +75.5% | +72.4% |
| 5Y | +84.1% | +164.5% | -80.3% | +49.0% |
| All | +318.0% | +7.5% | +310.6% | +262.1% |
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