+13.7%
OXY vs FN
+2,887.5%
-2,873.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.6% | -1.8% |
| 7D | -11.9% | 0.0% | -11.9% | -12.3% |
| 30D | -3.1% | -34.3% | +31.2% | +2.6% |
| 3M | +1.1% | -39.9% | +40.9% | +7.5% |
| 6M | +3.2% | -51.8% | +55.1% | +12.2% |
| YTD | +39.0% | -28.1% | +67.2% | +36.9% |
| 1Y | +42.7% | -29.1% | +71.8% | +39.8% |
| 3Y | -3.5% | +102.4% | -106.0% | -28.8% |
| 5Y | +81.3% | +171.7% | -90.3% | +20.2% |
| 10Y | +11.2% | +773.5% | -762.3% | -42.4% |
| All | +13.7% | +2,887.5% | -2,873.8% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling