+9.5%
OXY vs FAST
+606.6%
-597.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.3% |
| 7D | -8.2% | +3.8% | -12.0% | -9.7% |
| 30D | -7.2% | +8.1% | -15.3% | -10.4% |
| 3M | +0.2% | +5.8% | -5.6% | -2.4% |
| 6M | +6.1% | +24.9% | -18.7% | -4.3% |
| YTD | +37.5% | +38.9% | -1.4% | +16.8% |
| 1Y | +37.7% | +36.5% | +1.2% | +17.7% |
| 3Y | -2.8% | +98.1% | -100.9% | -32.3% |
| 5Y | +77.6% | +109.3% | -31.7% | +16.7% |
| 10Y | +9.5% | +547.9% | -538.5% | -51.3% |
| All | +9.5% | +606.6% | -597.1% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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