+161.6%
OXY vs FDS
-23.5%
+185.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.6% |
| 7D | +0.6% | -8.8% | +9.4% | +2.0% |
| 30D | +4.5% | -1.4% | +5.9% | +4.6% |
| 3M | +8.9% | +13.9% | -5.0% | +6.1% |
| 6M | +12.5% | +27.4% | -14.9% | +6.9% |
| YTD | +50.5% | -2.5% | +52.9% | +50.9% |
| 1Y | +38.6% | -23.8% | +62.4% | +47.1% |
| 3Y | -1.2% | -32.5% | +31.2% | +6.7% |
| 5Y | +161.6% | -23.2% | +184.8% | +192.6% |
| All | +161.6% | -23.5% | +185.1% | +192.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling