+138.6%
NOK vs OXY
+7.5%
+131.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | +2.8% | +8.1% | +10.5% |
| 30D | +7.8% | +5.5% | +2.4% | +6.9% |
| 3M | -21.0% | +11.3% | -32.3% | -22.7% |
| 6M | +40.9% | +11.6% | +29.3% | +37.3% |
| YTD | +72.0% | +51.6% | +20.5% | +58.8% |
| 1Y | +140.9% | +36.2% | +104.7% | +125.7% |
| 3Y | +194.3% | +1.7% | +192.5% | +186.6% |
| 5Y | +112.5% | +164.5% | -51.9% | +69.4% |
| All | +138.6% | +7.5% | +131.1% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling