+5.9%
OXY vs FIS
-39.9%
+45.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | +1.4% | -8.9% | +10.3% | +5.2% |
| 30D | +4.0% | -9.9% | +13.9% | +8.2% |
| 3M | +7.6% | 0.0% | +7.6% | +6.1% |
| 6M | +16.2% | -22.9% | +39.1% | +27.4% |
| YTD | +50.8% | -40.9% | +91.7% | +85.4% |
| 1Y | +34.7% | -40.4% | +75.1% | +64.3% |
| 3Y | -1.0% | -25.4% | +24.3% | +3.9% |
| 5Y | +163.2% | -64.8% | +228.0% | +299.1% |
| All | +5.9% | -39.9% | +45.8% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling