+1.0%
OXY vs SAP
+56.3%
-55.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +4.5% | +0.3% | +4.2% | +4.5% |
| 3M | +8.9% | +16.9% | -8.0% | +9.6% |
| 6M | +12.5% | +6.3% | +6.1% | +13.3% |
| YTD | +50.5% | -12.4% | +62.9% | +52.6% |
| 1Y | +38.6% | -21.6% | +60.2% | +41.9% |
| All | +1.0% | +56.3% | -55.3% | +2.2% |
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