-80.3%
FIG vs OXY
+40.9%
-121.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.0% | -6.7% | -5.8% |
| 7D | -16.4% | -0.5% | -15.9% | -16.3% |
| 30D | -2.3% | +8.5% | -10.8% | -3.0% |
| 3M | +7.8% | +6.0% | +1.8% | +7.0% |
| 6M | -21.8% | +13.0% | -34.8% | -22.7% |
| YTD | -39.1% | +48.9% | -88.0% | -41.7% |
| 1Y | -56.6% | +36.4% | -93.1% | -59.3% |
| All | -80.3% | +40.9% | -121.3% | -82.0% |
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 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