+45.9%
OXY vs FDS
+31.1%
+14.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.0% | -5.2% |
| 7D | -8.8% | +9.4% | -18.2% | -9.1% |
| 30D | -1.7% | +23.8% | -25.5% | -2.5% |
| 3M | +4.5% | +25.1% | -20.6% | +3.6% |
| 6M | -4.0% | +53.8% | -57.8% | -5.8% |
| YTD | +41.4% | +19.6% | +21.8% | +42.1% |
| 1Y | +45.9% | +31.6% | +14.2% | +45.7% |
| All | +45.9% | +31.1% | +14.8% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling