+147.9%
OXY vs SSNC
+19.2%
+128.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | +2.8% | -4.0% | +6.9% | +4.0% |
| 30D | +5.5% | +0.5% | +4.9% | +5.1% |
| 3M | +11.3% | +18.9% | -7.6% | +4.8% |
| 6M | +11.6% | +10.8% | +0.8% | +7.2% |
| YTD | +51.6% | -7.1% | +58.7% | +55.1% |
| 1Y | +36.2% | -9.6% | +45.8% | +40.8% |
| 3Y | +1.7% | +51.1% | -49.3% | -16.8% |
| All | +147.9% | +19.2% | +128.7% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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