+10.1%
OXY vs FICO
+512.2%
-502.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -11.9% | -0.9% | -11.0% | -11.7% |
| 30D | -3.1% | +3.3% | -6.5% | -4.5% |
| 3M | +1.1% | -31.7% | +32.8% | +8.1% |
| 6M | +3.2% | -34.0% | +37.2% | +9.4% |
| YTD | +39.0% | -58.3% | +97.4% | +65.1% |
| 1Y | +42.7% | -57.9% | +100.6% | +68.5% |
| 3Y | -3.5% | -24.1% | +20.5% | -16.4% |
| 5Y | +81.3% | +85.3% | -4.0% | -1.7% |
| All | +10.1% | +512.2% | -502.1% | -52.9% |
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