-58.5%
FIG vs OXY
+37.2%
-95.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | -3.8% | +2.8% | -6.6% | -4.2% |
| 30D | -2.3% | +5.5% | -7.8% | -3.1% |
| 3M | +20.0% | +11.3% | +8.7% | +17.4% |
| 6M | -16.7% | +11.6% | -28.3% | -18.2% |
| YTD | -37.9% | +51.6% | -89.5% | -44.1% |
| 1Y | -58.5% | +36.2% | -94.8% | -62.0% |
| All | -58.5% | +37.2% | -95.7% | -62.0% |
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