+479.7%
NEM vs OXY
+1,393.8%
-914.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +3.1% | +0.6% | +2.4% | +2.9% |
| 30D | +10.0% | +4.5% | +5.5% | +8.8% |
| 3M | +30.9% | +8.9% | +22.0% | +27.7% |
| 6M | +10.5% | +12.5% | -1.9% | +5.8% |
| YTD | +29.7% | +50.5% | -20.7% | +15.8% |
| 1Y | +71.1% | +38.6% | +32.5% | +55.2% |
| 3Y | +252.1% | -1.2% | +253.3% | +240.7% |
| 5Y | +157.7% | +161.6% | -3.9% | +87.4% |
| 10Y | +319.4% | +5.3% | +314.1% | +219.2% |
| All | +479.7% | +1,393.8% | -914.1% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling