+26.0%
OXY vs FND
+58.4%
-32.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +8.5% | -23.6% | +32.0% | +14.4% |
| 3M | +6.0% | +4.3% | +1.7% | +3.1% |
| 6M | +13.0% | -20.3% | +33.3% | +15.4% |
| YTD | +48.9% | -21.3% | +70.2% | +51.5% |
| 1Y | +36.4% | -45.4% | +81.8% | +51.5% |
| 3Y | -2.3% | -48.9% | +46.6% | +5.4% |
| 5Y | +160.6% | -61.0% | +221.7% | +185.7% |
| All | +26.0% | +58.4% | -32.4% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling