+1,308.1%
OXY vs FITB
+2,860.1%
-1,551.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +4.2% | +2.8% | +1.5% | +3.4% |
| 30D | -4.3% | +9.8% | -14.1% | -7.0% |
| 3M | +2.3% | -5.2% | +7.4% | +3.6% |
| 6M | +5.5% | +17.3% | -11.8% | +0.1% |
| YTD | +44.9% | +19.3% | +25.6% | +35.6% |
| 1Y | +42.6% | +32.7% | +9.9% | +29.4% |
| 3Y | +0.7% | +141.6% | -140.8% | -23.9% |
| 5Y | +96.9% | +48.9% | +48.0% | +67.1% |
| 10Y | +18.8% | +216.5% | -197.7% | -13.4% |
| All | +1,308.1% | +2,860.1% | -1,551.9% | +472.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling