-2.8%
OXY vs FE
+47.7%
-50.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -8.2% | -1.1% | -7.0% | -8.1% |
| 30D | -7.2% | +4.6% | -11.9% | -7.6% |
| 3M | +0.2% | -0.8% | +1.0% | +0.3% |
| 6M | +6.1% | +7.3% | -1.1% | +5.2% |
| YTD | +37.5% | +8.3% | +29.2% | +36.0% |
| 1Y | +37.7% | +5.7% | +32.0% | +36.5% |
| 3Y | -2.8% | +49.0% | -51.8% | -8.7% |
| All | -2.8% | +47.7% | -50.5% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling