-80.8%
FIG vs OXY
+42.1%
-123.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -12.2% | +0.9% | -13.1% | -12.3% |
| 30D | -11.0% | +3.6% | -14.5% | -11.2% |
| 3M | +11.9% | +7.1% | +4.8% | +10.9% |
| 6M | -21.9% | +15.7% | -37.6% | -23.0% |
| YTD | -40.8% | +50.1% | -90.9% | -43.3% |
| 1Y | -56.6% | +34.1% | -90.7% | -60.2% |
| All | -80.8% | +42.1% | -123.0% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling