+6.4%
OXY vs SAP
+176.2%
-169.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.8% | -4.1% | +6.9% | +4.2% |
| 30D | +5.5% | +1.1% | +4.4% | +4.9% |
| 3M | +11.3% | +26.1% | -14.8% | +2.1% |
| 6M | +11.6% | +9.8% | +1.8% | +6.3% |
| YTD | +51.6% | -13.6% | +65.1% | +55.8% |
| 1Y | +36.2% | -18.7% | +54.9% | +43.1% |
| 3Y | +1.7% | +54.1% | -52.4% | -24.1% |
| 5Y | +164.5% | +54.7% | +109.7% | +92.2% |
| All | +6.4% | +176.2% | -169.7% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling