+1.0%
OXY vs FDS
-32.7%
+33.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.4% |
| 7D | +0.6% | -8.8% | +9.4% | +1.4% |
| 30D | +4.5% | -1.4% | +5.9% | +4.6% |
| 3M | +8.9% | +13.9% | -5.0% | +7.3% |
| 6M | +12.5% | +27.4% | -14.9% | +9.1% |
| YTD | +50.5% | -2.5% | +52.9% | +51.8% |
| 1Y | +38.6% | -23.8% | +62.4% | +46.2% |
| All | +1.0% | -32.7% | +33.7% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling