+1.0%
OXY vs SAN
+343.8%
-342.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +4.5% | -0.1% | +4.6% | +4.5% |
| 3M | +8.9% | +19.6% | -10.7% | +7.9% |
| 6M | +12.5% | +32.7% | -20.2% | +9.5% |
| YTD | +50.5% | +26.7% | +23.8% | +46.5% |
| 1Y | +38.6% | +51.6% | -13.0% | +29.1% |
| All | +1.0% | +343.8% | -342.8% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling