+1,335.0%
FERG vs OXY
+20.7%
+1,314.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | -11.5% | +8.5% | -20.0% | -11.8% |
| 3M | +1.3% | +6.0% | -4.7% | +1.0% |
| 6M | -1.0% | +13.0% | -13.9% | -1.7% |
| YTD | +3.2% | +48.9% | -45.7% | +1.0% |
| 1Y | -3.0% | +36.4% | -39.4% | -4.7% |
| 3Y | +55.0% | -2.3% | +57.3% | +53.4% |
| 5Y | +72.6% | +160.6% | -88.0% | +68.3% |
| 10Y | +358.9% | +2.0% | +357.0% | +372.5% |
| All | +1,335.0% | +20.7% | +1,314.3% | +1,429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling