+1,129.8%
OXY vs FDS
+9,090.7%
-7,960.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +2.1% |
| 7D | -0.5% | -5.4% | +4.9% | +0.9% |
| 30D | +8.5% | +1.6% | +6.9% | +7.8% |
| 3M | +6.0% | +17.7% | -11.7% | +0.6% |
| 6M | +13.0% | +29.1% | -16.1% | +3.8% |
| YTD | +48.9% | +1.0% | +47.9% | +44.7% |
| 1Y | +36.4% | -21.6% | +58.0% | +41.0% |
| 3Y | -2.3% | -30.1% | +27.8% | +3.1% |
| 5Y | +160.6% | -20.7% | +181.4% | +162.7% |
| 10Y | +2.0% | +78.3% | -76.3% | -15.9% |
| All | +1,129.8% | +9,090.7% | -7,960.9% | +520.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling