+302.3%
NEM vs OXY
+7.5%
+294.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.0% | +2.8% | -3.8% | -1.2% |
| 30D | +7.8% | +5.5% | +2.4% | +7.4% |
| 3M | +30.2% | +11.3% | +18.9% | +28.9% |
| 6M | +9.6% | +11.6% | -2.0% | +8.0% |
| YTD | +27.8% | +51.6% | -23.7% | +22.3% |
| 1Y | +60.7% | +36.2% | +24.5% | +55.1% |
| 3Y | +245.3% | +1.7% | +243.6% | +239.9% |
| 5Y | +155.3% | +164.5% | -9.1% | +134.3% |
| All | +302.3% | +7.5% | +294.8% | +313.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling