+1,332.5%
OXY vs FICO
+104,095.6%
-102,763.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.7% | +2.0% |
| 7D | +1.6% | -19.2% | +20.8% | +5.1% |
| 30D | +11.6% | -14.6% | +26.2% | +14.1% |
| 3M | +2.8% | -20.1% | +22.9% | +5.7% |
| 6M | +13.0% | -36.3% | +49.4% | +19.6% |
| YTD | +47.4% | -44.9% | +92.2% | +59.4% |
| 1Y | +31.5% | -38.6% | +70.1% | +38.2% |
| 3Y | -1.9% | +4.0% | -5.9% | -9.4% |
| 5Y | +148.0% | +99.5% | +48.4% | +98.0% |
| 10Y | +2.3% | +604.7% | -602.4% | -33.3% |
| All | +1,332.5% | +104,095.6% | -102,763.1% | +477.9% |
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