+36.2%
OXY vs SAP
-19.0%
+55.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.8% | -4.1% | +6.9% | +2.4% |
| 30D | +5.5% | +1.1% | +4.4% | +5.6% |
| 3M | +11.3% | +26.1% | -14.8% | +14.7% |
| 6M | +11.6% | +9.8% | +1.8% | +13.4% |
| YTD | +51.6% | -13.6% | +65.1% | +51.5% |
| 1Y | +36.2% | -18.7% | +54.9% | +40.0% |
| All | +36.2% | -19.0% | +55.2% | +40.0% |
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