+705.7%
OXY vs SNY
+241.9%
+463.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +2.8% | -3.3% | +6.2% | +4.4% |
| 30D | +5.5% | -2.2% | +7.6% | +6.4% |
| 3M | +11.3% | -3.0% | +14.3% | +12.3% |
| 6M | +11.6% | +2.7% | +8.9% | +8.9% |
| YTD | +51.6% | -6.8% | +58.4% | +54.6% |
| 1Y | +36.2% | -5.3% | +41.5% | +37.3% |
| 3Y | +1.7% | -9.8% | +11.5% | +0.1% |
| 5Y | +164.5% | +9.7% | +154.8% | +127.8% |
| 10Y | +6.1% | +64.5% | -58.5% | -26.3% |
| All | +705.7% | +241.9% | +463.7% | +265.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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