+7.6%
OXY vs FTV
+87.0%
-79.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.8% |
| 7D | +0.6% | -1.3% | +1.9% | +1.4% |
| 30D | +4.5% | -9.5% | +14.0% | +10.8% |
| 3M | +8.9% | -10.9% | +19.8% | +15.3% |
| 6M | +12.5% | -0.6% | +13.1% | +9.8% |
| YTD | +50.5% | +1.4% | +49.1% | +43.4% |
| 1Y | +38.6% | +17.6% | +21.0% | +19.1% |
| 3Y | -1.2% | -3.3% | +2.0% | -6.3% |
| 5Y | +161.6% | -0.1% | +161.8% | +133.4% |
| 10Y | +5.3% | +82.5% | -77.2% | -29.9% |
| All | +7.6% | +87.0% | -79.4% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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