-3.8%
OXY vs FIVN
+292.8%
-296.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | +1.4% |
| 7D | -0.5% | -8.2% | +7.7% | +0.1% |
| 30D | +8.5% | -8.1% | +16.6% | +9.0% |
| 3M | +6.0% | +34.9% | -28.9% | +3.3% |
| 6M | +13.0% | +72.6% | -59.7% | +7.7% |
| YTD | +48.9% | +55.8% | -6.9% | +42.5% |
| 1Y | +36.4% | +17.1% | +19.3% | +33.1% |
| 3Y | -2.3% | -54.3% | +52.0% | -0.6% |
| 5Y | +160.6% | -81.6% | +242.2% | +172.7% |
| 10Y | +2.0% | +109.2% | -107.2% | -13.1% |
| All | -3.8% | +292.8% | -296.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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