+1,816.4%
OXY vs FLEX
+7,857.5%
-6,041.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.3% |
| 7D | -0.5% | +7.0% | -7.5% | -1.6% |
| 30D | +8.5% | -5.8% | +14.3% | +9.3% |
| 3M | +6.0% | -24.2% | +30.2% | +9.6% |
| 6M | +13.0% | +90.8% | -77.8% | -3.9% |
| YTD | +48.9% | +89.2% | -40.3% | +26.2% |
| 1Y | +36.4% | +104.7% | -68.3% | +13.2% |
| 3Y | -2.3% | +478.1% | -480.4% | -34.4% |
| 5Y | +160.6% | +726.2% | -565.6% | +62.5% |
| 10Y | +2.0% | +1,060.6% | -1,058.6% | -40.9% |
| All | +1,816.4% | +7,857.5% | -6,041.1% | +755.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling