+5.3%
OXY vs FIX
+5,928.8%
-5,923.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.6% |
| 7D | +0.6% | +3.5% | -2.9% | -0.4% |
| 30D | +4.5% | -3.5% | +8.0% | +5.2% |
| 3M | +8.9% | -11.8% | +20.7% | +10.5% |
| 6M | +12.5% | +17.8% | -5.3% | +2.4% |
| YTD | +50.5% | +73.3% | -22.8% | +19.2% |
| 1Y | +38.6% | +128.1% | -89.5% | -2.5% |
| 3Y | -1.2% | +772.7% | -773.9% | -65.3% |
| 5Y | +161.6% | +2,166.4% | -2,004.8% | -45.9% |
| 10Y | +5.3% | +6,034.5% | -6,029.2% | -83.9% |
| All | +5.3% | +5,928.8% | -5,923.5% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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