+162.6%
OXY vs SBAC
-43.8%
+206.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | +4.5% | +3.9% | +0.7% | +4.0% |
| 3M | +8.9% | -8.2% | +17.1% | +9.9% |
| 6M | +12.5% | -2.8% | +15.3% | +12.1% |
| YTD | +50.5% | -1.5% | +52.0% | +49.6% |
| 1Y | +38.6% | 0.0% | +38.6% | +37.4% |
| 3Y | -1.2% | -8.4% | +7.1% | -2.5% |
| All | +162.6% | -43.8% | +206.3% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling