+13.7%
OXY vs FE
+110.9%
-97.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -5.8% | -0.5% | -5.3% | -5.7% |
| 30D | -5.3% | +4.3% | -9.7% | -7.0% |
| 3M | -2.5% | +0.4% | -2.9% | -2.9% |
| 6M | +8.3% | +6.9% | +1.3% | +4.9% |
| YTD | +40.3% | +8.0% | +32.3% | +35.1% |
| 1Y | +38.8% | +4.8% | +34.0% | +35.2% |
| 3Y | -1.4% | +49.0% | -50.4% | -18.9% |
| 5Y | +92.2% | +46.2% | +46.0% | +57.7% |
| 10Y | +13.7% | +120.9% | -107.2% | -6.3% |
| All | +13.7% | +110.9% | -97.2% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling