+150.5%
OXY vs FICO
+99.8%
+50.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.7% | +0.3% |
| 7D | +1.6% | -19.2% | +20.8% | +3.1% |
| 30D | +11.6% | -14.6% | +26.2% | +12.7% |
| 3M | +2.8% | -20.1% | +22.9% | +4.1% |
| 6M | +13.0% | -36.3% | +49.4% | +16.6% |
| YTD | +47.4% | -44.9% | +92.2% | +54.3% |
| 1Y | +31.5% | -38.6% | +70.1% | +35.1% |
| 3Y | -1.9% | +4.0% | -5.9% | -11.5% |
| All | +150.5% | +99.8% | +50.7% | +116.1% |
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 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