+11.5%
OXY vs FOXA
+86.3%
-74.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.1% |
| 7D | +0.6% | -5.4% | +6.1% | +3.3% |
| 30D | +4.5% | +1.1% | +3.4% | +3.4% |
| 3M | +8.9% | -6.1% | +15.0% | +10.2% |
| 6M | +12.5% | +8.2% | +4.2% | +4.7% |
| YTD | +50.5% | -11.8% | +62.3% | +55.4% |
| 1Y | +38.6% | +9.9% | +28.7% | +25.7% |
| 3Y | -1.2% | +110.7% | -112.0% | -40.0% |
| 5Y | +161.6% | +86.9% | +74.7% | +64.2% |
| All | +11.5% | +86.3% | -74.8% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling