+161.6%
OXY vs FLUT
-48.5%
+210.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.2% |
| 7D | +0.6% | -2.6% | +3.2% | +0.8% |
| 30D | +4.5% | +5.4% | -0.8% | +4.0% |
| 3M | +8.9% | -10.8% | +19.7% | +9.6% |
| 6M | +12.5% | -9.2% | +21.7% | +12.8% |
| YTD | +50.5% | -53.8% | +104.3% | +61.1% |
| 1Y | +38.6% | -66.0% | +104.6% | +52.9% |
| 3Y | -1.2% | -44.7% | +43.4% | +2.9% |
| 5Y | +161.6% | -50.6% | +212.2% | +157.0% |
| All | +161.6% | -48.5% | +210.1% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling