+1,159.6%
OXY vs FFIV
+7,518.9%
-6,359.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.6% | -1.0% | +2.5% | +1.7% |
| 30D | +11.6% | -5.1% | +16.6% | +12.2% |
| 3M | +2.8% | -4.5% | +7.3% | +3.1% |
| 6M | +13.0% | +36.5% | -23.4% | +8.8% |
| YTD | +47.4% | +53.0% | -5.6% | +39.8% |
| 1Y | +31.5% | +24.2% | +7.3% | +27.4% |
| 3Y | -1.9% | +137.2% | -139.2% | -11.8% |
| 5Y | +148.0% | +91.8% | +56.2% | +126.9% |
| 10Y | +2.3% | +215.2% | -212.9% | -10.4% |
| All | +1,159.6% | +7,518.9% | -6,359.3% | +930.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling