+730.2%
OXY vs FTI
+2,117.5%
-1,387.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +8.5% | +12.3% | -3.9% | +1.1% |
| 3M | +6.0% | +13.8% | -7.8% | -2.3% |
| 6M | +13.0% | +24.3% | -11.3% | -2.2% |
| YTD | +48.9% | +75.8% | -26.9% | +4.2% |
| 1Y | +36.4% | +99.6% | -63.2% | -11.9% |
| 3Y | -2.3% | +278.4% | -280.7% | -59.3% |
| 5Y | +160.6% | +1,168.7% | -1,008.1% | -52.1% |
| 10Y | +2.0% | +297.5% | -295.5% | -64.9% |
| All | +730.2% | +2,117.5% | -1,387.2% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling