+675.8%
OXY vs FLUT
+1,645.8%
-970.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +52.3% |
| 1Y | +42.6% | -59.6% | +102.2% | +49.3% |
| 3Y | +0.7% | -45.3% | +46.0% | +3.1% |
| 5Y | +96.9% | -50.4% | +147.3% | +99.7% |
| 10Y | +18.8% | -26.8% | +45.6% | +17.2% |
| All | +675.8% | +1,645.8% | -970.0% | +563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling