+1,689.9%
OXY vs SUI
+4,109.4%
-2,419.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -11.9% | +6.2% | -18.1% | -14.0% |
| 30D | -3.1% | +8.6% | -11.7% | -6.3% |
| 3M | +1.1% | +1.0% | +0.1% | +0.1% |
| 6M | +3.2% | -2.6% | +5.8% | +3.3% |
| YTD | +39.0% | -0.1% | +39.2% | +37.4% |
| 1Y | +42.7% | +0.5% | +42.2% | +40.6% |
| 3Y | -3.5% | +15.3% | -18.8% | -11.7% |
| 5Y | +81.3% | -26.1% | +107.5% | +91.9% |
| 10Y | +11.2% | +117.8% | -106.6% | -24.6% |
| All | +1,689.9% | +4,109.4% | -2,419.6% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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