+1,332.5%
OXY vs FDX
+4,233.7%
-2,901.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +1.6% | -2.5% | +4.1% | +2.4% |
| 30D | +11.6% | +3.8% | +7.8% | +10.1% |
| 3M | +2.8% | -1.3% | +4.1% | +2.7% |
| 6M | +13.0% | +5.0% | +8.0% | +9.5% |
| YTD | +47.4% | +39.6% | +7.7% | +29.5% |
| 1Y | +31.5% | +81.1% | -49.7% | +5.5% |
| 3Y | -1.9% | +63.0% | -65.0% | -20.8% |
| 5Y | +148.0% | +65.6% | +82.4% | +92.7% |
| 10Y | +2.3% | +183.4% | -181.1% | -33.0% |
| All | +1,332.5% | +4,233.7% | -2,901.2% | +449.7% |
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