+17.3%
OXY vs FN
+700.1%
-682.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.9% | +1.7% |
| 7D | +4.2% | +0.3% | +3.9% | +3.9% |
| 30D | -4.3% | -16.5% | +12.2% | -2.6% |
| 3M | +2.3% | -42.1% | +44.4% | +9.2% |
| 6M | +5.5% | -52.9% | +58.4% | +15.1% |
| YTD | +44.9% | -28.0% | +72.8% | +41.2% |
| 1Y | +42.6% | -18.5% | +61.1% | +34.4% |
| 3Y | +0.7% | +93.9% | -93.1% | -29.9% |
| 5Y | +96.9% | +170.5% | -73.6% | +16.5% |
| All | +17.3% | +700.1% | -682.8% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling