+13.7%
OXY vs FN
+772.0%
-758.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.8% |
| 7D | -5.8% | -4.1% | -1.8% | -5.6% |
| 30D | -5.3% | -28.3% | +23.0% | -1.3% |
| 3M | -2.5% | -33.9% | +31.3% | +1.9% |
| 6M | +8.3% | -43.9% | +52.2% | +14.6% |
| YTD | +40.3% | -23.4% | +63.8% | +35.7% |
| 1Y | +38.8% | -25.4% | +64.2% | +33.9% |
| 3Y | -1.4% | +107.9% | -109.3% | -32.1% |
| 5Y | +92.2% | +195.1% | -102.9% | +11.9% |
| 10Y | +13.7% | +794.1% | -780.4% | -49.4% |
| All | +13.7% | +772.0% | -758.2% | -49.4% |
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