-80.9%
FIG vs OXY
+42.5%
-123.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.3% |
| 7D | -14.5% | +0.6% | -15.1% | -14.5% |
| 30D | -13.3% | +4.5% | -17.8% | -13.7% |
| 3M | +7.4% | +8.9% | -1.5% | +6.2% |
| 6M | -27.8% | +12.5% | -40.2% | -28.5% |
| YTD | -41.1% | +50.5% | -91.6% | -43.6% |
| 1Y | -58.7% | +38.6% | -97.3% | -61.2% |
| All | -80.9% | +42.5% | -123.4% | -82.6% |
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