+29.6%
SNOW vs OXY
+508.8%
-479.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.4% | +2.8% | -5.3% | -2.8% |
| 30D | -1.0% | +5.5% | -6.4% | -1.8% |
| 3M | +36.9% | +11.3% | +25.5% | +34.4% |
| 6M | +83.4% | +11.6% | +71.8% | +79.5% |
| YTD | +50.0% | +51.6% | -1.6% | +39.8% |
| 1Y | +46.5% | +36.2% | +10.3% | +38.4% |
| 3Y | +93.3% | +1.7% | +91.6% | +88.3% |
| 5Y | +3.3% | +164.5% | -161.2% | -11.6% |
| All | +29.6% | +508.8% | -479.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 10y: compounded portfolio wealth divided by compounded OXY 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…
10y analysis · Full analysis span regression · 6 months rolling