+1,085.6%
OXY vs SBAC
+2,208.1%
-1,122.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.8% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +11.6% | +6.9% | +4.7% | +10.6% |
| 3M | +2.8% | -8.2% | +11.0% | +3.7% |
| 6M | +13.0% | -1.6% | +14.7% | +12.6% |
| YTD | +47.4% | -0.1% | +47.5% | +46.5% |
| 1Y | +31.5% | -0.5% | +31.9% | +30.6% |
| 3Y | -1.9% | -9.1% | +7.1% | -2.4% |
| 5Y | +148.0% | -43.8% | +191.7% | +159.6% |
| 10Y | +2.3% | +80.5% | -78.3% | -6.2% |
| All | +1,085.6% | +2,208.1% | -1,122.5% | +720.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling