+3.1%
FERG vs OXY
+45.4%
-42.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.1% | +7.8% | +2.0% |
| 7D | +7.7% | -8.8% | +16.5% | +6.4% |
| 30D | +11.5% | -1.7% | +13.2% | +11.2% |
| 3M | -2.4% | +4.5% | -6.9% | -1.6% |
| 6M | -4.0% | -4.0% | 0.0% | -4.0% |
| YTD | +13.4% | +41.4% | -28.0% | +4.6% |
| 1Y | +3.1% | +45.9% | -42.8% | -5.3% |
| All | +3.1% | +45.4% | -42.3% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling