+45.9%
OXY vs SAP
-5.6%
+51.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.2% | -9.4% | -4.6% |
| 7D | -8.8% | +1.3% | -10.1% | -8.6% |
| 30D | -1.7% | +15.5% | -17.2% | +0.1% |
| 3M | +4.5% | +22.8% | -18.2% | +7.4% |
| 6M | -4.0% | +42.5% | -46.5% | +1.6% |
| YTD | +41.4% | +0.5% | +40.8% | +40.2% |
| 1Y | +45.9% | -5.9% | +51.8% | +45.0% |
| All | +45.9% | -5.6% | +51.5% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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