+34.4%
OXY vs SN
+47.2%
-12.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +0.4% |
| 7D | +0.6% | -3.4% | +4.0% | 0.0% |
| 30D | +4.5% | -9.1% | +13.6% | +2.8% |
| 3M | +8.9% | +31.8% | -22.9% | +14.9% |
| 6M | +12.5% | +52.0% | -39.6% | +22.5% |
| YTD | +50.5% | +51.3% | -0.8% | +62.4% |
| All | +34.4% | +47.2% | -12.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling