+1,299.7%
OXY vs FICO
+80,079.1%
-78,779.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +3.6% | +1.4% | +2.2% | +3.3% |
| 30D | -5.3% | -0.8% | -4.5% | -5.4% |
| 3M | +0.2% | -31.3% | +31.5% | +5.1% |
| 6M | +4.7% | -33.9% | +38.7% | +9.6% |
| YTD | +44.0% | -57.6% | +101.6% | +60.9% |
| 1Y | +42.1% | -59.7% | +101.7% | +59.9% |
| 3Y | +1.2% | -28.0% | +29.2% | -1.2% |
| 5Y | +95.7% | +91.0% | +4.7% | +54.8% |
| 10Y | +18.1% | +529.4% | -511.3% | -22.3% |
| All | +1,299.7% | +80,079.1% | -78,779.4% | +483.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling