-4.3%
OXY vs FN
+158.4%
-162.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.0% |
| 7D | +1.6% | -1.7% | +3.3% | +1.6% |
| 30D | +11.6% | -22.0% | +33.6% | +12.1% |
| 3M | +2.8% | -43.0% | +45.8% | +4.3% |
| 6M | +13.0% | -27.7% | +40.8% | +13.2% |
| YTD | +47.4% | -10.5% | +57.9% | +45.0% |
| 1Y | +31.5% | +12.5% | +19.0% | +26.3% |
| All | -4.3% | +158.4% | -162.7% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling