+28.3%
OXY vs FND
+56.5%
-28.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +2.8% | -5.8% | +8.6% | +4.1% |
| 30D | +5.5% | -20.2% | +25.7% | +10.3% |
| 3M | +11.3% | -12.0% | +23.3% | +12.8% |
| 6M | +11.6% | -18.5% | +30.1% | +13.3% |
| YTD | +51.6% | -22.3% | +73.8% | +54.6% |
| 1Y | +36.2% | -47.6% | +83.9% | +52.9% |
| 3Y | +1.7% | -49.8% | +51.5% | +10.2% |
| 5Y | +164.5% | -63.0% | +227.4% | +194.5% |
| All | +28.3% | +56.5% | -28.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling