-83.2%
FIG vs OXY
+37.2%
-120.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | +3.4% | +4.2% | -0.8% | +3.0% |
| 30D | -9.5% | -4.3% | -5.1% | -9.2% |
| 3M | -26.2% | +2.3% | -28.5% | -26.5% |
| 6M | +2.7% | +5.5% | -2.8% | +1.7% |
| YTD | -48.0% | +44.9% | -92.8% | -50.1% |
| 1Y | -52.0% | +42.6% | -94.6% | -54.2% |
| All | -83.2% | +37.2% | -120.3% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling