+150.5%
OXY vs FN
+289.0%
-138.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.1% |
| 7D | +1.6% | -1.7% | +3.3% | +1.7% |
| 30D | +11.6% | -22.0% | +33.6% | +12.7% |
| 3M | +2.8% | -43.0% | +45.8% | +5.6% |
| 6M | +13.0% | -27.7% | +40.8% | +13.5% |
| YTD | +47.4% | -10.5% | +57.9% | +44.6% |
| 1Y | +31.5% | +12.5% | +19.0% | +25.3% |
| 3Y | -1.9% | +153.8% | -155.7% | -18.1% |
| All | +150.5% | +289.0% | -138.6% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling