+0.7%
OXY vs FIS
-38.7%
+39.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | 0.0% |
| 7D | +4.2% | +2.8% | +1.4% | +3.7% |
| 30D | -4.3% | -16.7% | +12.4% | -2.2% |
| 3M | +2.3% | -32.3% | +34.6% | +7.7% |
| 6M | +5.5% | -29.1% | +34.6% | +10.0% |
| YTD | +44.9% | -54.1% | +99.0% | +66.0% |
| 1Y | +42.6% | -53.7% | +96.3% | +62.8% |
| 3Y | +0.7% | -38.8% | +39.6% | +1.1% |
| All | +0.7% | -38.7% | +39.5% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling