+0.7%
OXY vs SBAC
-6.5%
+7.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.6% |
| 7D | +4.2% | +0.6% | +3.6% | +4.2% |
| 30D | -4.3% | +5.5% | -9.8% | -4.5% |
| 3M | +2.3% | +3.1% | -0.8% | +2.2% |
| 6M | +5.5% | -7.0% | +12.6% | +5.6% |
| YTD | +44.9% | +0.5% | +44.4% | +44.1% |
| 1Y | +42.6% | +0.2% | +42.4% | +41.9% |
| 3Y | +0.7% | -7.4% | +8.1% | -0.8% |
| All | +0.7% | -6.5% | +7.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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