+1,347.0%
OXY vs FITB
+2,836.2%
-1,489.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -0.5% | +2.8% | -3.3% | -1.3% |
| 30D | +8.5% | -4.5% | +13.0% | +9.8% |
| 3M | +6.0% | +5.7% | +0.4% | +4.0% |
| 6M | +13.0% | +17.1% | -4.1% | +6.8% |
| YTD | +48.9% | +18.3% | +30.5% | +39.9% |
| 1Y | +36.4% | +23.9% | +12.5% | +26.3% |
| 3Y | -2.3% | +131.1% | -133.4% | -25.3% |
| 5Y | +160.6% | +71.1% | +89.5% | +113.5% |
| 10Y | +2.0% | +283.9% | -281.9% | -28.5% |
| All | +1,347.0% | +2,836.2% | -1,489.2% | +490.9% |
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