-3.5%
OXY vs FICO
-24.3%
+20.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -11.9% | -0.9% | -11.0% | -11.9% |
| 30D | -3.1% | +3.3% | -6.5% | -3.2% |
| 3M | +1.1% | -31.7% | +32.8% | +1.0% |
| 6M | +3.2% | -34.0% | +37.2% | +3.2% |
| YTD | +39.0% | -58.3% | +97.4% | +39.7% |
| 1Y | +42.7% | -57.9% | +100.6% | +43.3% |
| 3Y | -3.5% | -24.1% | +20.5% | -0.6% |
| All | -3.5% | -24.3% | +20.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling