+38.8%
OXY vs FICO
-58.1%
+97.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +2.0% |
| 7D | -5.8% | +0.9% | -6.7% | -5.8% |
| 30D | -5.3% | +9.4% | -14.8% | -5.5% |
| 3M | -2.5% | -30.4% | +27.9% | -3.4% |
| 6M | +8.3% | -35.1% | +43.4% | +7.5% |
| YTD | +40.3% | -56.8% | +97.1% | +35.7% |
| 1Y | +38.8% | -58.4% | +97.2% | +33.9% |
| All | +38.8% | -58.1% | +97.0% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling