+18.5%
OXY vs SNAP
-77.2%
+95.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | +11.6% | +2.6% | +9.0% | +11.1% |
| 3M | +2.8% | -9.9% | +12.7% | +3.2% |
| 6M | +13.0% | +1.9% | +11.2% | +11.2% |
| YTD | +47.4% | -32.2% | +79.6% | +51.1% |
| 1Y | +31.5% | -22.8% | +54.3% | +32.5% |
| 3Y | -1.9% | -47.6% | +45.7% | -1.5% |
| 5Y | +148.0% | -92.7% | +240.7% | +189.0% |
| All | +18.5% | -77.2% | +95.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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