+982.8%
OXY vs FIX
+7,843.3%
-6,860.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -1.1% |
| 7D | -11.9% | -17.5% | +5.5% | -8.7% |
| 30D | -3.1% | -41.6% | +38.4% | +7.2% |
| 3M | +1.1% | -40.6% | +41.7% | +10.9% |
| 6M | +3.2% | -49.4% | +52.6% | +15.5% |
| YTD | +39.0% | +9.2% | +29.9% | +29.5% |
| 1Y | +42.7% | +6.5% | +36.2% | +32.9% |
| 3Y | -3.5% | +448.7% | -452.3% | -42.2% |
| 5Y | +81.3% | +948.7% | -867.4% | -8.4% |
| 10Y | +11.2% | +3,659.7% | -3,648.5% | -57.2% |
| All | +982.8% | +7,843.3% | -6,860.5% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling