+9.5%
OXY vs FICO
+544.0%
-534.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.8% |
| 7D | -8.2% | -0.1% | -8.1% | -8.2% |
| 30D | -7.2% | +8.4% | -15.7% | -9.6% |
| 3M | +0.2% | -30.5% | +30.7% | +6.7% |
| 6M | +6.1% | -35.7% | +41.8% | +13.5% |
| YTD | +37.5% | -57.2% | +94.7% | +62.2% |
| 1Y | +37.7% | -58.4% | +96.1% | +63.5% |
| 3Y | -2.8% | -24.8% | +22.1% | -15.0% |
| 5Y | +77.6% | +79.3% | -1.6% | -1.2% |
| 10Y | +9.5% | +531.6% | -522.2% | -52.3% |
| All | +9.5% | +544.0% | -534.5% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling