+17.3%
OXY vs FFIV
+118.6%
-101.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.7% |
| 7D | +4.2% | -0.5% | +4.8% | +4.4% |
| 30D | -4.3% | -32.4% | +28.1% | +10.9% |
| 3M | +2.3% | -25.7% | +28.0% | +12.9% |
| 6M | +5.5% | -13.5% | +19.0% | +7.3% |
| YTD | +44.9% | +21.1% | +23.8% | +23.2% |
| 1Y | +42.6% | +29.4% | +13.2% | +17.0% |
| 3Y | +0.7% | +94.9% | -94.1% | -36.6% |
| 5Y | +96.9% | +34.7% | +62.1% | +47.3% |
| All | +17.3% | +118.6% | -101.3% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling