+1,138.2%
OXY vs FFIV
+5,932.0%
-4,793.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | +4.2% | -0.5% | +4.8% | +4.3% |
| 30D | -4.3% | -32.4% | +28.1% | -0.5% |
| 3M | +2.3% | -25.7% | +28.0% | +5.2% |
| 6M | +5.5% | -13.5% | +19.0% | +6.5% |
| YTD | +44.9% | +21.1% | +23.8% | +40.4% |
| 1Y | +42.6% | +29.4% | +13.2% | +37.1% |
| 3Y | +0.7% | +94.9% | -94.1% | -7.8% |
| 5Y | +96.9% | +34.7% | +62.1% | +86.4% |
| 10Y | +18.8% | +119.0% | -100.2% | +7.5% |
| All | +1,138.2% | +5,932.0% | -4,793.8% | +934.7% |
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 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