+5.9%
OXY vs FLEX
+1,045.7%
-1,039.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +1.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +4.0% | -11.8% | +15.8% | +7.4% |
| 3M | +7.6% | -22.6% | +30.2% | +13.0% |
| 6M | +16.2% | +77.3% | -61.1% | -15.2% |
| YTD | +50.8% | +78.8% | -27.9% | +8.4% |
| 1Y | +34.7% | +86.1% | -51.4% | -6.4% |
| 3Y | -1.0% | +446.2% | -447.2% | -59.8% |
| 5Y | +163.2% | +689.7% | -526.5% | -13.5% |
| All | +5.9% | +1,045.7% | -1,039.8% | -72.2% |
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