+147.9%
OXY vs SYY
+23.4%
+124.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +2.8% | +3.9% | -1.1% | +1.6% |
| 30D | +5.5% | -1.7% | +7.2% | +6.0% |
| 3M | +11.3% | +5.2% | +6.1% | +9.4% |
| 6M | +11.6% | -0.2% | +11.8% | +10.9% |
| YTD | +51.6% | +15.4% | +36.2% | +41.7% |
| 1Y | +36.2% | +5.6% | +30.6% | +31.9% |
| 3Y | +1.7% | +28.9% | -27.2% | -11.2% |
| All | +147.9% | +23.4% | +124.5% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling