+1,274.6%
OXY vs SAP
+2,233.8%
-959.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | +1.6% | -2.9% | +4.5% | +2.2% |
| 30D | +11.6% | +9.0% | +2.6% | +9.2% |
| 3M | +2.8% | +14.9% | -12.1% | -1.2% |
| 6M | +13.0% | +11.9% | +1.1% | +8.6% |
| YTD | +47.4% | -9.9% | +57.3% | +47.8% |
| 1Y | +31.5% | -19.5% | +51.0% | +35.2% |
| 3Y | -1.9% | +61.8% | -63.7% | -16.6% |
| 5Y | +148.0% | +56.2% | +91.8% | +109.5% |
| 10Y | +2.3% | +180.6% | -178.3% | -23.8% |
| All | +1,274.6% | +2,233.8% | -959.1% | +611.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling