+155.1%
NEM vs OXY
+160.1%
-5.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.0% | +2.8% | -3.8% | -1.3% |
| 30D | +7.8% | +5.5% | +2.4% | +7.2% |
| 3M | +30.2% | +11.3% | +18.9% | +28.4% |
| 6M | +9.6% | +11.6% | -2.0% | +7.1% |
| YTD | +27.8% | +51.6% | -23.7% | +18.6% |
| 1Y | +60.7% | +36.2% | +24.5% | +51.3% |
| 3Y | +245.3% | +1.7% | +243.6% | +236.3% |
| All | +155.1% | +160.1% | -5.0% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling