+1.7%
OXY vs SYY
+29.1%
-27.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +2.8% | +3.9% | -1.1% | +2.3% |
| 30D | +5.5% | -1.7% | +7.2% | +5.7% |
| 3M | +11.3% | +5.2% | +6.1% | +10.4% |
| 6M | +11.6% | -0.2% | +11.8% | +12.0% |
| YTD | +51.6% | +15.4% | +36.2% | +45.5% |
| 1Y | +36.2% | +5.6% | +30.6% | +34.0% |
| 3Y | +1.7% | +28.9% | -27.2% | -6.4% |
| All | +1.7% | +29.1% | -27.4% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling