+1,251.3%
OXY vs FAST
+76,279.5%
-75,028.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -11.9% | +2.1% | -14.0% | -12.4% |
| 30D | -3.1% | +6.9% | -10.0% | -4.8% |
| 3M | +1.1% | +4.8% | -3.8% | -0.2% |
| 6M | +3.2% | +19.8% | -16.5% | -1.7% |
| YTD | +39.0% | +34.9% | +4.1% | +27.9% |
| 1Y | +42.7% | +32.8% | +9.9% | +31.7% |
| 3Y | -3.5% | +93.7% | -97.3% | -19.7% |
| 5Y | +81.3% | +105.3% | -24.0% | +47.0% |
| 10Y | +11.2% | +595.4% | -584.2% | -31.2% |
| All | +1,251.3% | +76,279.5% | -75,028.1% | +436.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling