+150.5%
OXY vs FIX
+2,061.9%
-1,911.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | +1.6% | +6.0% | -4.4% | +1.0% |
| 30D | +11.6% | -7.2% | +18.8% | +12.3% |
| 3M | +2.8% | -15.9% | +18.7% | +4.0% |
| 6M | +13.0% | +12.7% | +0.3% | +9.5% |
| YTD | +47.4% | +72.8% | -25.4% | +33.5% |
| 1Y | +31.5% | +122.9% | -91.4% | +12.8% |
| 3Y | -1.9% | +774.3% | -776.3% | -43.1% |
| All | +150.5% | +2,061.9% | -1,911.4% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling