+104.5%
FTNT vs OXY
+32.4%
+72.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | -5.8% | +1.6% | -7.4% | -5.8% |
| 30D | -4.8% | +11.6% | -16.4% | -4.5% |
| 3M | +4.4% | +2.8% | +1.6% | +5.0% |
| 6M | +88.8% | +13.0% | +75.7% | +90.2% |
| YTD | +96.8% | +47.4% | +49.4% | +100.8% |
| 1Y | +104.5% | +31.5% | +73.0% | +106.8% |
| All | +104.5% | +32.4% | +72.1% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling