+1,065.5%
OXY vs SBAC
+2,222.3%
-1,156.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +4.2% | +0.6% | +3.6% | +4.1% |
| 30D | -4.3% | +5.5% | -9.8% | -5.0% |
| 3M | +2.3% | +3.1% | -0.8% | +1.7% |
| 6M | +5.5% | -7.0% | +12.6% | +6.1% |
| YTD | +44.9% | +0.5% | +44.4% | +43.6% |
| 1Y | +42.6% | +0.2% | +42.4% | +41.4% |
| 3Y | +0.7% | -7.4% | +8.1% | 0.0% |
| 5Y | +96.9% | -39.7% | +136.6% | +104.2% |
| 10Y | +18.8% | +112.5% | -93.7% | +6.9% |
| All | +1,065.5% | +2,222.3% | -1,156.9% | +704.5% |
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