+32.1%
SNOW vs OXY
+498.0%
-465.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +1.5% | +8.5% | -7.0% | +0.3% |
| 3M | +39.5% | +6.0% | +33.5% | +38.0% |
| 6M | +85.9% | +13.0% | +72.9% | +81.7% |
| YTD | +52.9% | +48.9% | +4.1% | +42.9% |
| 1Y | +48.1% | +36.4% | +11.7% | +39.8% |
| 3Y | +102.2% | -2.3% | +104.5% | +98.1% |
| 5Y | +5.5% | +160.6% | -155.2% | -9.5% |
| All | +32.1% | +498.0% | -465.9% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling