+1,332.0%
OXY vs SCCO
+33,197.0%
-31,865.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | +2.6% |
| 7D | +0.9% | -2.7% | +3.6% | +1.8% |
| 30D | +3.6% | -0.2% | +3.7% | +2.9% |
| 3M | +7.1% | +17.8% | -10.7% | -1.7% |
| 6M | +15.7% | +2.3% | +13.4% | +8.6% |
| YTD | +50.1% | +41.6% | +8.5% | +21.0% |
| 1Y | +34.1% | +101.9% | -67.8% | -8.1% |
| 3Y | -1.5% | +186.2% | -187.6% | -44.4% |
| 5Y | +162.0% | +309.7% | -147.7% | +23.9% |
| 10Y | +5.1% | +1,094.2% | -1,089.2% | -67.0% |
| All | +1,332.0% | +33,197.0% | -31,865.0% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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