+97.5%
OXY vs FICO
+91.4%
+6.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +4.2% | +2.2% | +2.0% | +4.0% |
| 30D | -4.3% | +0.1% | -4.4% | -4.5% |
| 3M | +2.3% | -35.2% | +37.4% | +4.7% |
| 6M | +5.5% | -32.4% | +37.9% | +7.2% |
| YTD | +44.9% | -57.4% | +102.3% | +53.0% |
| 1Y | +42.6% | -58.5% | +101.1% | +50.9% |
| 3Y | +0.7% | -28.9% | +29.6% | -5.0% |
| All | +97.5% | +91.4% | +6.0% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling