-2.3%
OXY vs SN
+430.5%
-432.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +8.5% | -5.6% | +14.1% | +8.9% |
| 3M | +6.0% | +48.1% | -42.1% | +1.1% |
| 6M | +13.0% | +57.6% | -44.7% | +6.3% |
| YTD | +48.9% | +56.5% | -7.6% | +39.7% |
| 1Y | +36.4% | +52.6% | -16.1% | +28.2% |
| 3Y | -2.3% | +412.0% | -414.3% | -18.6% |
| All | -2.3% | +430.5% | -432.7% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling