+162.0%
OXY vs FLEX
+684.1%
-522.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +3.6% | -11.8% | +15.3% | +4.8% |
| 3M | +7.1% | -22.6% | +29.7% | +9.2% |
| 6M | +15.7% | +77.3% | -61.7% | -2.3% |
| YTD | +50.1% | +78.8% | -28.6% | +25.5% |
| 1Y | +34.1% | +86.1% | -52.0% | +9.6% |
| 3Y | -1.5% | +446.2% | -447.7% | -45.1% |
| 5Y | +162.0% | +689.7% | -527.7% | +24.8% |
| All | +162.0% | +684.1% | -522.1% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling