+2.0%
OXY vs FN
+882.3%
-880.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | -0.5% | +3.5% | -4.0% | -1.1% |
| 30D | +8.5% | -26.0% | +34.5% | +13.1% |
| 3M | +6.0% | -33.3% | +39.3% | +11.4% |
| 6M | +13.0% | -14.9% | +27.9% | +10.9% |
| YTD | +48.9% | -8.6% | +57.4% | +42.0% |
| 1Y | +36.4% | +12.3% | +24.1% | +22.7% |
| 3Y | -2.3% | +174.4% | -176.7% | -35.7% |
| 5Y | +160.6% | +296.4% | -135.8% | +43.4% |
| 10Y | +2.0% | +890.0% | -888.1% | -55.7% |
| All | +2.0% | +882.3% | -880.3% | -55.7% |
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