+45.9%
OXY vs FN
-25.7%
+71.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.0% | +0.8% | -5.4% |
| 7D | -8.8% | -7.0% | -1.8% | -9.1% |
| 30D | -1.7% | -24.7% | +23.0% | -3.0% |
| 3M | +4.5% | -35.7% | +40.2% | +2.7% |
| 6M | -4.0% | -52.4% | +48.4% | -6.7% |
| YTD | +41.4% | -25.0% | +66.3% | +41.9% |
| 1Y | +45.9% | -25.7% | +71.6% | +47.2% |
| All | +45.9% | -25.7% | +71.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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