+18.3%
OXY vs SSNC
+1,037.0%
-1,018.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +2.7% |
| 7D | -0.5% | -1.8% | +1.3% | +0.2% |
| 30D | +8.5% | +1.9% | +6.6% | +7.4% |
| 3M | +6.0% | +18.4% | -12.4% | -2.9% |
| 6M | +13.0% | +7.0% | +6.0% | +7.7% |
| YTD | +48.9% | -6.9% | +55.8% | +50.2% |
| 1Y | +36.4% | -8.2% | +44.6% | +38.0% |
| 3Y | -2.3% | +50.5% | -52.8% | -23.4% |
| 5Y | +160.6% | +17.4% | +143.2% | +126.1% |
| 10Y | +2.0% | +164.9% | -163.0% | -35.9% |
| All | +18.3% | +1,037.0% | -1,018.7% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling