+36.4%
OXY vs FIX
+132.0%
-95.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +1.2% |
| 7D | -0.5% | +6.1% | -6.5% | 0.0% |
| 30D | +8.5% | -2.7% | +11.1% | +8.3% |
| 3M | +6.0% | -10.9% | +16.9% | +5.6% |
| 6M | +13.0% | +29.0% | -16.0% | +15.5% |
| YTD | +48.9% | +76.9% | -28.0% | +54.3% |
| 1Y | +36.4% | +130.7% | -94.3% | +38.4% |
| All | +36.4% | +132.0% | -95.6% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling