+51.8%
FTNT vs OXY
+45.4%
+6.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.1% | +6.1% | +1.0% |
| 7D | -25.7% | -8.8% | -16.9% | -25.6% |
| 30D | -29.7% | -1.7% | -28.0% | -29.5% |
| 3M | -23.1% | +4.5% | -27.7% | -22.7% |
| 6M | +45.0% | -4.0% | +49.0% | +47.1% |
| YTD | +62.9% | +41.4% | +21.6% | +67.4% |
| 1Y | +51.8% | +45.9% | +5.9% | +59.1% |
| All | +51.8% | +45.4% | +6.5% | +59.1% |
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 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