+9,359.7%
FTNT vs OXY
+21.0%
+9,338.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -4.3% | +4.5% | -8.8% | -5.2% |
| 3M | +13.6% | +8.9% | +4.7% | +11.2% |
| 6M | +87.6% | +12.5% | +75.1% | +81.4% |
| YTD | +98.0% | +50.5% | +47.5% | +79.3% |
| 1Y | +96.9% | +38.6% | +58.3% | +80.8% |
| 3Y | +145.4% | -1.2% | +146.6% | +138.3% |
| 5Y | +153.0% | +161.6% | -8.7% | +90.7% |
| 10Y | +2,098.3% | +5.3% | +2,093.0% | +1,823.6% |
| All | +9,359.7% | +21.0% | +9,338.7% | +7,040.0% |
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