+1,047.8%
OXY vs FIX
+12,471.5%
-11,423.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | +1.6% | +6.0% | -4.4% | +0.4% |
| 30D | +11.6% | -7.2% | +18.8% | +13.1% |
| 3M | +2.8% | -15.9% | +18.7% | +5.1% |
| 6M | +13.0% | +12.7% | +0.3% | +7.0% |
| YTD | +47.4% | +72.8% | -25.4% | +26.4% |
| 1Y | +31.5% | +122.9% | -91.4% | +5.1% |
| 3Y | -1.9% | +774.3% | -776.3% | -46.2% |
| 5Y | +148.0% | +2,049.5% | -1,901.5% | +8.6% |
| 10Y | +2.3% | +5,821.5% | -5,819.2% | -63.8% |
| All | +1,047.8% | +12,471.5% | -11,423.7% | +202.3% |
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