-8.5%
NFLX vs OXY
+99.7%
-108.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -2.0% | +4.2% | -6.2% | -2.5% |
| 30D | -11.9% | -4.3% | -7.6% | -11.6% |
| 3M | -20.6% | +2.3% | -22.9% | -21.0% |
| 6M | -29.0% | +5.5% | -34.6% | -29.9% |
| YTD | -33.7% | +44.9% | -78.6% | -37.8% |
| 1Y | -46.2% | +42.6% | -88.8% | -49.4% |
| 3Y | +39.8% | +0.7% | +39.0% | +36.8% |
| All | -8.5% | +99.7% | -108.2% | -18.2% |
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