-1.8%
OXY vs FICO
-27.0%
+25.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.2% | +4.0% | -4.1% | -0.2% |
| 30D | -6.4% | -1.5% | -4.9% | -6.4% |
| 3M | -2.6% | -29.8% | +27.2% | -2.8% |
| 6M | +4.8% | -33.3% | +38.0% | +4.6% |
| YTD | +41.2% | -56.9% | +98.0% | +41.8% |
| 1Y | +39.5% | -59.5% | +99.0% | +40.3% |
| All | -1.8% | -27.0% | +25.1% | +1.1% |
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