+13.7%
OXY vs FIX
+3,723.8%
-3,710.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -5.8% | -13.9% | +8.1% | -2.5% |
| 30D | -5.3% | -35.5% | +30.2% | +5.3% |
| 3M | -2.5% | -33.9% | +31.4% | +6.9% |
| 6M | +8.3% | -43.3% | +51.6% | +21.8% |
| YTD | +40.3% | +18.7% | +21.6% | +20.6% |
| 1Y | +38.8% | +13.8% | +25.1% | +20.0% |
| 3Y | -1.4% | +495.0% | -496.4% | -62.8% |
| 5Y | +92.2% | +1,049.0% | -956.8% | -51.1% |
| 10Y | +13.7% | +3,644.4% | -3,630.7% | -81.6% |
| All | +13.7% | +3,723.8% | -3,710.1% | -81.6% |
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