+17.3%
OXY vs FDS
+127.7%
-110.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +4.2% | +1.5% | +2.7% | +3.7% |
| 30D | -4.3% | +14.8% | -19.2% | -9.0% |
| 3M | +2.3% | +16.3% | -14.0% | -3.6% |
| 6M | +5.5% | +66.2% | -60.7% | -14.0% |
| YTD | +44.9% | +16.2% | +28.6% | +33.3% |
| 1Y | +42.6% | +21.8% | +20.8% | +28.2% |
| 3Y | +0.7% | -23.9% | +24.6% | +8.3% |
| 5Y | +96.9% | -23.1% | +120.0% | +105.2% |
| All | +17.3% | +127.7% | -110.3% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling