+31.5%
OXY vs FLUT
-65.9%
+97.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -1.0% |
| 7D | +1.6% | -1.6% | +3.2% | +1.6% |
| 30D | +11.6% | +7.7% | +3.8% | +11.8% |
| 3M | +2.8% | -0.7% | +3.5% | +3.1% |
| 6M | +13.0% | -11.2% | +24.2% | +13.2% |
| YTD | +47.4% | -53.4% | +100.8% | +58.1% |
| 1Y | +31.5% | -65.8% | +97.2% | +48.5% |
| All | +31.5% | -65.9% | +97.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling