+16.6%
OXY vs FFIV
+124.6%
-108.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.3% |
| 7D | +3.6% | +1.9% | +1.7% | +2.8% |
| 30D | -5.3% | -33.3% | +28.0% | +10.5% |
| 3M | +0.2% | -24.9% | +25.1% | +10.2% |
| 6M | +4.7% | -10.5% | +15.3% | +5.0% |
| YTD | +44.0% | +24.4% | +19.6% | +21.1% |
| 1Y | +42.1% | +32.3% | +9.8% | +15.6% |
| 3Y | +1.2% | +99.7% | -98.5% | -37.0% |
| 5Y | +95.7% | +38.4% | +57.3% | +44.8% |
| All | +16.6% | +124.6% | -108.0% | -42.8% |
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