+893.2%
OXY vs FE
+561.4%
+331.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | +1.6% | +1.9% | -0.3% | +0.7% |
| 30D | +11.6% | -1.2% | +12.7% | +12.0% |
| 3M | +2.8% | +3.5% | -0.7% | +0.9% |
| 6M | +13.0% | -6.1% | +19.1% | +15.7% |
| YTD | +47.4% | +7.6% | +39.8% | +41.5% |
| 1Y | +31.5% | +11.9% | +19.6% | +23.7% |
| 3Y | -1.9% | +48.4% | -50.4% | -21.0% |
| 5Y | +148.0% | +44.8% | +103.2% | +99.0% |
| 10Y | +2.3% | +115.9% | -113.6% | -34.5% |
| All | +893.2% | +561.4% | +331.8% | +374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling