+162.8%
FTNT vs OXY
+160.1%
+2.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | -0.1% | +2.8% | -3.0% | -0.6% |
| 30D | -3.0% | +5.5% | -8.4% | -3.8% |
| 3M | +7.6% | +11.3% | -3.7% | +5.6% |
| 6M | +87.0% | +11.6% | +75.4% | +82.7% |
| YTD | +96.5% | +51.6% | +45.0% | +81.5% |
| 1Y | +92.9% | +36.2% | +56.7% | +81.2% |
| 3Y | +139.8% | +1.7% | +138.1% | +134.2% |
| All | +162.8% | +160.1% | +2.7% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling