+1,332.5%
OXY vs FAST
+71,032.6%
-69,700.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | +11.6% | -0.8% | +12.4% | +11.7% |
| 3M | +2.8% | +5.8% | -2.9% | +1.1% |
| 6M | +13.0% | +8.0% | +5.1% | +10.0% |
| YTD | +47.4% | +25.6% | +21.8% | +38.1% |
| 1Y | +31.5% | +0.8% | +30.7% | +29.8% |
| 3Y | -1.9% | +86.1% | -88.0% | -17.6% |
| 5Y | +148.0% | +100.2% | +47.7% | +102.3% |
| 10Y | +2.3% | +494.2% | -491.9% | -34.4% |
| All | +1,332.5% | +71,032.6% | -69,700.1% | +479.3% |
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 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