+3.2%
OXY vs FN
-52.0%
+55.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.6% | +0.2% |
| 7D | -11.9% | 0.0% | -11.9% | -11.8% |
| 30D | -3.1% | -34.3% | +31.2% | -4.0% |
| 3M | +1.1% | -39.9% | +40.9% | +0.7% |
| 6M | +3.2% | -51.8% | +55.1% | +5.5% |
| All | +3.2% | -52.0% | +55.2% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling