+0.7%
OXY vs SAP
+69.7%
-68.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +4.2% | +0.6% | +3.6% | +4.2% |
| 30D | -4.3% | +6.5% | -10.9% | -4.2% |
| 3M | +2.3% | +12.2% | -10.0% | +2.4% |
| 6M | +5.5% | +46.1% | -40.5% | +6.4% |
| YTD | +44.9% | -1.6% | +46.5% | +47.3% |
| 1Y | +42.6% | -5.1% | +47.7% | +45.5% |
| 3Y | +0.7% | +68.4% | -67.6% | -8.3% |
| All | +0.7% | +69.7% | -68.9% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling