+1.7%
OXY vs FOXA
+117.6%
-115.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | +5.5% | +5.0% | +0.4% | +4.0% |
| 3M | +11.3% | -3.0% | +14.3% | +11.9% |
| 6M | +11.6% | +14.8% | -3.2% | +6.3% |
| YTD | +51.6% | -8.9% | +60.5% | +55.4% |
| 1Y | +36.2% | +13.3% | +22.9% | +28.6% |
| 3Y | +1.7% | +115.4% | -113.7% | -18.5% |
| All | +1.7% | +117.6% | -115.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 3y: compounded portfolio wealth divided by compounded FOXA 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…
3y analysis · Full analysis span regression · 6 months rolling