+0.7%
OXY vs FAST
+97.8%
-97.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +4.2% | +4.2% | +0.1% | +3.5% |
| 30D | -4.3% | +6.7% | -11.0% | -5.4% |
| 3M | +2.3% | +8.0% | -5.8% | +0.9% |
| 6M | +5.5% | +27.4% | -21.9% | +0.7% |
| YTD | +44.9% | +40.5% | +4.4% | +33.5% |
| 1Y | +42.6% | +38.4% | +4.2% | +31.8% |
| 3Y | +0.7% | +98.7% | -97.9% | -11.1% |
| All | +0.7% | +97.8% | -97.0% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling