+5.9%
OXY vs FDS
+66.9%
-61.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +2.2% |
| 7D | +1.4% | -16.0% | +17.4% | +7.2% |
| 30D | +4.0% | -6.7% | +10.8% | +6.0% |
| 3M | +7.6% | +6.0% | +1.6% | +3.7% |
| 6M | +16.2% | +25.1% | -8.9% | +3.9% |
| YTD | +50.8% | -8.1% | +59.0% | +50.9% |
| 1Y | +34.7% | -26.0% | +60.7% | +46.5% |
| 3Y | -1.0% | -36.4% | +35.4% | +12.4% |
| 5Y | +163.2% | -27.7% | +190.9% | +170.5% |
| All | +5.9% | +66.9% | -61.0% | -21.1% |
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