+243.5%
NEM vs OXY
-1.7%
+245.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -3.3% | +1.4% | -4.7% | -3.4% |
| 30D | +7.8% | +4.0% | +3.8% | +7.4% |
| 3M | +36.3% | +7.6% | +28.7% | +35.2% |
| 6M | +6.6% | +16.2% | -9.6% | +2.6% |
| YTD | +27.1% | +50.8% | -23.7% | +14.8% |
| 1Y | +62.3% | +34.7% | +27.6% | +49.9% |
| All | +243.5% | -1.7% | +245.1% | +240.5% |
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