+1,347.0%
OXY vs SYY
+4,446.6%
-3,099.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -0.5% | -2.8% | +2.3% | +0.6% |
| 30D | +8.5% | -5.3% | +13.8% | +10.8% |
| 3M | +6.0% | +5.1% | +0.9% | +3.6% |
| 6M | +13.0% | -5.0% | +18.0% | +13.5% |
| YTD | +48.9% | +10.7% | +38.2% | +40.0% |
| 1Y | +36.4% | +0.7% | +35.7% | +33.2% |
| 3Y | -2.3% | +24.0% | -26.3% | -13.7% |
| 5Y | +160.6% | +19.3% | +141.4% | +131.4% |
| 10Y | +2.0% | +96.4% | -94.4% | -22.3% |
| All | +1,347.0% | +4,446.6% | -3,099.6% | +539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling