+31.4%
OXY vs FRMI
-78.1%
+109.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | +0.5% |
| 7D | +2.8% | +7.4% | -4.6% | +3.0% |
| 30D | +5.5% | -27.6% | +33.1% | +4.9% |
| 3M | +11.3% | -20.9% | +32.2% | +11.1% |
| 6M | +11.6% | -36.6% | +48.2% | +12.0% |
| YTD | +51.6% | -31.3% | +82.8% | +51.5% |
| All | +31.4% | -78.1% | +109.5% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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