+0.7%
OXY vs FFIV
+95.4%
-94.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | +4.2% | -0.5% | +4.8% | +4.3% |
| 30D | -4.3% | -32.4% | +28.1% | +1.3% |
| 3M | +2.3% | -25.7% | +28.0% | +6.1% |
| 6M | +5.5% | -13.5% | +19.0% | +5.2% |
| YTD | +44.9% | +21.1% | +23.8% | +31.6% |
| 1Y | +42.6% | +29.4% | +13.2% | +26.9% |
| 3Y | +0.7% | +94.9% | -94.1% | -18.3% |
| All | +0.7% | +95.4% | -94.6% | -18.3% |
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