+8.5%
OXY vs FIVE
+868.1%
-859.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.9% |
| 7D | +1.6% | +4.3% | -2.7% | +0.7% |
| 30D | +11.6% | +12.5% | -0.9% | +8.7% |
| 3M | +2.8% | +31.2% | -28.4% | -3.1% |
| 6M | +13.0% | +14.4% | -1.3% | +8.5% |
| YTD | +47.4% | +33.9% | +13.5% | +36.6% |
| 1Y | +31.5% | +65.1% | -33.6% | +16.2% |
| 3Y | -1.9% | +49.0% | -50.9% | -16.5% |
| 5Y | +148.0% | +30.3% | +117.7% | +109.9% |
| 10Y | +2.3% | +481.1% | -478.8% | -34.2% |
| All | +8.5% | +868.1% | -859.6% | -37.7% |
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