+1,271.9%
OXY vs FICO
+81,361.1%
-80,089.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.2% | +4.0% | -4.1% | -0.8% |
| 30D | -6.4% | -1.5% | -4.9% | -6.4% |
| 3M | -2.6% | -29.8% | +27.2% | +1.7% |
| 6M | +4.8% | -33.3% | +38.0% | +9.4% |
| YTD | +41.2% | -56.9% | +98.0% | +57.3% |
| 1Y | +39.5% | -59.5% | +99.0% | +57.0% |
| 3Y | -0.8% | -26.9% | +26.0% | -3.5% |
| 5Y | +91.6% | +92.9% | -1.4% | +51.3% |
| 10Y | +15.7% | +539.5% | -523.8% | -24.0% |
| All | +1,271.9% | +81,361.1% | -80,089.2% | +470.0% |
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