+0.7%
OXY vs FGI
-16.0%
+16.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -25.2% | +25.8% | +0.7% |
| 7D | +4.2% | -14.4% | +18.6% | +4.3% |
| 30D | -4.3% | -11.8% | +7.4% | -4.3% |
| 3M | +2.3% | -46.2% | +48.5% | +2.5% |
| 6M | +5.5% | +5.2% | +0.4% | +5.4% |
| YTD | +44.9% | +10.5% | +34.4% | +43.6% |
| 1Y | +42.6% | +25.5% | +17.1% | +40.1% |
| 3Y | +0.7% | -16.0% | +16.7% | -3.1% |
| All | +0.7% | -16.0% | +16.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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