+92.2%
OXY vs FIVE
+18.8%
+73.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -5.8% | +7.3% | -13.2% | -6.7% |
| 30D | -5.3% | +18.1% | -23.4% | -7.2% |
| 3M | -2.5% | +7.7% | -10.3% | -3.7% |
| 6M | +8.3% | +13.6% | -5.3% | +5.9% |
| YTD | +40.3% | +34.6% | +5.7% | +33.3% |
| 1Y | +38.8% | +66.2% | -27.4% | +27.8% |
| 3Y | -1.4% | +43.5% | -44.9% | -11.6% |
| 5Y | +92.2% | +20.7% | +71.6% | +85.0% |
| All | +92.2% | +18.8% | +73.4% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling