+33.5%
NEE vs OXY
-1.7%
+35.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.9% | +1.4% | -3.3% | -2.1% |
| 30D | -3.1% | +4.0% | -7.2% | -3.6% |
| 3M | -2.4% | +7.6% | -10.0% | -3.4% |
| 6M | -8.6% | +16.2% | -24.8% | -11.0% |
| YTD | +4.9% | +50.8% | -45.9% | -2.3% |
| 1Y | +19.4% | +34.7% | -15.3% | +13.0% |
| All | +33.5% | -1.7% | +35.1% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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