+17.3%
OXY vs FLEX
+608.2%
-590.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.7% |
| 7D | +4.2% | +7.5% | -3.2% | +1.8% |
| 30D | -4.3% | -25.3% | +20.9% | +2.1% |
| 3M | +2.3% | -39.7% | +42.0% | +14.8% |
| 6M | +5.5% | -47.9% | +53.4% | +20.2% |
| YTD | +44.9% | +24.1% | +20.8% | +12.5% |
| 1Y | +42.6% | +26.0% | +16.6% | +9.2% |
| 3Y | +0.7% | +282.7% | -281.9% | -55.8% |
| 5Y | +96.9% | +424.2% | -327.4% | -28.6% |
| All | +17.3% | +608.2% | -590.9% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling