+3.3%
OXY vs FIVE
+873.2%
-869.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -5.8% | +7.3% | -13.2% | -7.3% |
| 30D | -5.3% | +18.1% | -23.4% | -8.6% |
| 3M | -2.5% | +7.7% | -10.3% | -4.5% |
| 6M | +8.3% | +13.6% | -5.3% | +4.3% |
| YTD | +40.3% | +34.6% | +5.7% | +29.5% |
| 1Y | +38.8% | +66.2% | -27.4% | +22.4% |
| 3Y | -1.4% | +43.5% | -44.9% | -15.5% |
| 5Y | +92.2% | +20.7% | +71.6% | +65.6% |
| 10Y | +13.7% | +541.5% | -527.8% | -27.7% |
| All | +3.3% | +873.2% | -869.8% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling