+147.0%
OXY vs FRSH
-72.5%
+219.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.8% | -6.6% | +9.4% | +3.4% |
| 30D | +5.5% | +2.1% | +3.3% | +5.1% |
| 3M | +11.3% | +29.0% | -17.7% | +8.4% |
| 6M | +11.6% | +48.6% | -37.0% | +7.1% |
| YTD | +51.6% | -2.9% | +54.5% | +50.6% |
| 1Y | +36.2% | -7.9% | +44.1% | +35.9% |
| 3Y | +1.7% | -46.5% | +48.2% | +4.5% |
| All | +147.0% | -72.5% | +219.5% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling