+742.0%
OXY vs FIS
+374.5%
+367.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +11.6% | -2.2% | +13.8% | +12.3% |
| 3M | +2.8% | +2.1% | +0.7% | +0.8% |
| 6M | +13.0% | -14.7% | +27.7% | +18.4% |
| YTD | +47.4% | -35.7% | +83.1% | +72.5% |
| 1Y | +31.5% | -37.1% | +68.5% | +54.7% |
| 3Y | -1.9% | -20.0% | +18.1% | +1.4% |
| 5Y | +148.0% | -62.1% | +210.1% | +234.2% |
| 10Y | +2.3% | -37.4% | +39.6% | +16.5% |
| All | +742.0% | +374.5% | +367.4% | +411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling