+95.7%
OXY vs SAN
+294.7%
-199.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +2.3% |
| 7D | +3.6% | +1.0% | +2.6% | +3.5% |
| 30D | -5.3% | -9.4% | +4.1% | -4.2% |
| 3M | +0.2% | -17.1% | +17.3% | +2.4% |
| 6M | +4.7% | +2.2% | +2.6% | +3.3% |
| YTD | +44.0% | +6.0% | +38.0% | +39.2% |
| 1Y | +42.1% | +12.7% | +29.3% | +35.1% |
| 3Y | +1.2% | +242.1% | -241.0% | -27.8% |
| 5Y | +95.7% | +293.6% | -197.9% | +35.3% |
| All | +95.7% | +294.7% | -199.0% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling