+97.5%
OXY vs FIS
-71.2%
+168.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.2% |
| 7D | +4.2% | +2.8% | +1.4% | +3.5% |
| 30D | -4.3% | -16.7% | +12.4% | -1.6% |
| 3M | +2.3% | -32.3% | +34.6% | +9.4% |
| 6M | +5.5% | -29.1% | +34.6% | +11.3% |
| YTD | +44.9% | -54.1% | +99.0% | +68.1% |
| 1Y | +42.6% | -53.7% | +96.3% | +65.0% |
| 3Y | +0.7% | -38.8% | +39.6% | +7.7% |
| All | +97.5% | -71.2% | +168.7% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling