+1.0%
OXY vs FFIV
+151.3%
-150.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.3% |
| 7D | +0.6% | +3.5% | -2.8% | -0.1% |
| 30D | +4.5% | -1.3% | +5.8% | +4.7% |
| 3M | +8.9% | +2.4% | +6.5% | +7.7% |
| 6M | +12.5% | +41.8% | -29.4% | +2.3% |
| YTD | +50.5% | +58.5% | -8.0% | +32.1% |
| 1Y | +38.6% | +24.3% | +14.3% | +30.5% |
| All | +1.0% | +151.3% | -150.3% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling