+45.9%
OXY vs SAN
+23.5%
+22.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.4% | -11.6% | -2.8% |
| 7D | -8.8% | +4.5% | -13.3% | -7.0% |
| 30D | -1.7% | -12.1% | +10.4% | -5.5% |
| 3M | +4.5% | -15.6% | +20.1% | -0.7% |
| 6M | -4.0% | +5.8% | -9.8% | -0.5% |
| YTD | +41.4% | +5.5% | +35.9% | +43.8% |
| 1Y | +45.9% | +23.6% | +22.3% | +47.9% |
| All | +45.9% | +23.5% | +22.4% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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