+2,072.5%
FTNT vs OXY
+7.5%
+2,065.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | -0.1% | +2.8% | -3.0% | -0.5% |
| 30D | -3.0% | +5.5% | -8.4% | -3.7% |
| 3M | +7.6% | +11.3% | -3.7% | +5.7% |
| 6M | +87.0% | +11.6% | +75.4% | +83.0% |
| YTD | +96.5% | +51.6% | +45.0% | +83.4% |
| 1Y | +92.9% | +36.2% | +56.7% | +82.5% |
| 3Y | +139.8% | +1.7% | +138.1% | +134.2% |
| 5Y | +151.3% | +164.5% | -13.1% | +110.7% |
| All | +2,072.5% | +7.5% | +2,065.0% | +1,888.4% |
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