+163.2%
OXY vs FTI
+1,109.5%
-946.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.7% |
| 7D | +1.4% | -5.6% | +7.0% | +4.4% |
| 30D | +4.0% | +0.4% | +3.6% | +3.7% |
| 3M | +7.6% | +8.1% | -0.5% | +3.0% |
| 6M | +16.2% | +16.7% | -0.5% | +6.1% |
| YTD | +50.8% | +70.0% | -19.1% | +12.3% |
| 1Y | +34.7% | +85.4% | -50.7% | -4.6% |
| 3Y | -1.0% | +265.9% | -266.9% | -53.3% |
| 5Y | +163.2% | +1,072.7% | -909.6% | -48.1% |
| All | +163.2% | +1,109.5% | -946.3% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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