+1,308.1%
OXY vs FDX
+4,272.5%
-2,964.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | +4.2% | +5.2% | -1.0% | +2.4% |
| 30D | -4.3% | +11.3% | -15.6% | -7.9% |
| 3M | +2.3% | -4.1% | +6.4% | +3.2% |
| 6M | +5.5% | +9.6% | -4.1% | +1.3% |
| YTD | +44.9% | +40.9% | +4.0% | +26.4% |
| 1Y | +42.6% | +53.0% | -10.4% | +20.9% |
| 3Y | +0.7% | +74.1% | -73.3% | -20.5% |
| 5Y | +96.9% | +75.1% | +21.8% | +50.0% |
| 10Y | +18.8% | +156.9% | -138.2% | -20.3% |
| All | +1,308.1% | +4,272.5% | -2,964.4% | +436.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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