-2.3%
OXY vs FE
+48.5%
-50.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +8.5% | -2.1% | +10.6% | +8.8% |
| 3M | +6.0% | +2.6% | +3.4% | +5.5% |
| 6M | +13.0% | -6.8% | +19.7% | +14.1% |
| YTD | +48.9% | +6.9% | +42.0% | +46.7% |
| 1Y | +36.4% | +11.6% | +24.9% | +33.5% |
| 3Y | -2.3% | +47.7% | -50.0% | -14.7% |
| All | -2.3% | +48.5% | -50.7% | -14.7% |
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