+0.7%
OXY vs FLUT
-45.9%
+46.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +4.2% | -0.7% | +4.9% | +4.2% |
| 30D | -4.3% | +9.3% | -13.6% | -4.9% |
| 3M | +2.3% | -17.5% | +19.8% | +3.2% |
| 6M | +5.5% | -14.6% | +20.1% | +6.1% |
| YTD | +44.9% | -62.3% | +107.1% | +58.9% |
| 1Y | +42.6% | -59.6% | +102.2% | +54.8% |
| 3Y | +0.7% | -45.3% | +46.0% | +6.8% |
| All | +0.7% | -45.9% | +46.7% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling