+1,271.9%
OXY vs FAST
+79,882.9%
-78,611.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -0.2% | +4.3% | -4.4% | -1.2% |
| 30D | -6.4% | +8.3% | -14.7% | -8.3% |
| 3M | -2.6% | +6.5% | -9.1% | -4.3% |
| 6M | +4.8% | +29.5% | -24.7% | -2.1% |
| YTD | +41.2% | +41.3% | -0.1% | +28.4% |
| 1Y | +39.5% | +37.4% | +2.1% | +27.7% |
| 3Y | -0.8% | +98.5% | -99.4% | -17.9% |
| 5Y | +91.6% | +111.1% | -19.6% | +54.2% |
| 10Y | +15.7% | +548.6% | -532.8% | -27.4% |
| All | +1,271.9% | +79,882.9% | -78,611.0% | +438.6% |
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