+36.2%
OXY vs FITB
+24.3%
+11.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.6% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +5.5% | -5.7% | +11.1% | +4.7% |
| 3M | +11.3% | +3.2% | +8.1% | +11.4% |
| 6M | +11.6% | +23.4% | -11.8% | +12.2% |
| YTD | +51.6% | +18.8% | +32.8% | +50.2% |
| 1Y | +36.2% | +25.0% | +11.2% | +32.0% |
| All | +36.2% | +24.3% | +11.9% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling