+160.6%
OXY vs FE
+48.2%
+112.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | +8.5% | -2.1% | +10.6% | +9.0% |
| 3M | +6.0% | +2.6% | +3.4% | +5.2% |
| 6M | +13.0% | -6.8% | +19.7% | +14.9% |
| YTD | +48.9% | +6.9% | +42.0% | +45.5% |
| 1Y | +36.4% | +11.6% | +24.9% | +31.6% |
| 3Y | -2.3% | +47.7% | -50.0% | -16.0% |
| 5Y | +160.6% | +46.2% | +114.4% | +150.5% |
| All | +160.6% | +48.2% | +112.4% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling