+1,299.7%
OXY vs SAN
+1,723.1%
-423.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +3.0% |
| 7D | +3.6% | +1.0% | +2.6% | +3.1% |
| 30D | -5.3% | -9.4% | +4.1% | -2.6% |
| 3M | +0.2% | -17.1% | +17.3% | +5.9% |
| 6M | +4.7% | +2.2% | +2.6% | +1.6% |
| YTD | +44.0% | +6.0% | +38.0% | +34.6% |
| 1Y | +42.1% | +12.7% | +29.3% | +29.6% |
| 3Y | +1.2% | +242.1% | -241.0% | -40.7% |
| 5Y | +95.7% | +293.6% | -197.9% | +4.3% |
| 10Y | +18.1% | +266.1% | -248.0% | -34.1% |
| All | +1,299.7% | +1,723.1% | -423.4% | +492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling