+20.5%
OXY vs FN
+3,620.5%
-3,600.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.5% |
| 7D | +1.6% | -1.7% | +3.3% | +1.8% |
| 30D | +11.6% | -22.0% | +33.6% | +15.3% |
| 3M | +2.8% | -43.0% | +45.8% | +10.8% |
| 6M | +13.0% | -27.7% | +40.8% | +14.5% |
| YTD | +47.4% | -10.5% | +57.9% | +42.0% |
| 1Y | +31.5% | +12.5% | +19.0% | +19.7% |
| 3Y | -1.9% | +153.8% | -155.7% | -29.5% |
| 5Y | +148.0% | +288.0% | -140.0% | +55.4% |
| 10Y | +2.3% | +906.4% | -904.2% | -47.6% |
| All | +20.5% | +3,620.5% | -3,600.0% | -53.1% |
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