+351.3%
FERG vs OXY
+7.5%
+343.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.6% | +2.8% | -5.4% | -2.7% |
| 30D | -8.9% | +5.5% | -14.3% | -9.1% |
| 3M | -2.0% | +11.3% | -13.4% | -2.6% |
| 6M | -3.2% | +11.6% | -14.8% | -3.9% |
| YTD | +1.5% | +51.6% | -50.1% | -0.9% |
| 1Y | +0.5% | +36.2% | -35.7% | -1.4% |
| 3Y | +50.4% | +1.7% | +48.7% | +48.4% |
| 5Y | +68.7% | +164.5% | -95.8% | +64.7% |
| All | +351.3% | +7.5% | +343.8% | +395.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling