+70.7%
NFLX vs OXY
-1.9%
+72.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.0% |
| 7D | -8.1% | +0.6% | -8.7% | -8.1% |
| 30D | -0.3% | +4.5% | -4.9% | -0.7% |
| 3M | -6.6% | +8.9% | -15.5% | -7.3% |
| 6M | -22.7% | +12.5% | -35.1% | -23.7% |
| YTD | -18.9% | +50.5% | -69.4% | -22.5% |
| 1Y | -39.8% | +38.6% | -78.4% | -42.0% |
| All | +70.7% | -1.9% | +72.6% | +64.8% |
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 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