-1.4%
OXY vs SN
+671.3%
-672.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.4% |
| 7D | +4.2% | +1.5% | +2.7% | +4.1% |
| 30D | -4.3% | +21.5% | -25.8% | -5.7% |
| 3M | +2.3% | +20.0% | -17.8% | +0.9% |
| 6M | +5.5% | +119.9% | -114.4% | -2.1% |
| YTD | +44.9% | +102.3% | -57.4% | +34.6% |
| 1Y | +42.6% | +148.0% | -105.4% | +28.1% |
| 3Y | +0.7% | +450.0% | -449.3% | -14.0% |
| All | -1.4% | +671.3% | -672.7% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling