+45.2%
NU vs OXY
+114.4%
-69.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.3% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +8.2% | +4.5% | +3.7% | +7.4% |
| 3M | +26.3% | +8.9% | +17.4% | +24.1% |
| 6M | +2.2% | +12.5% | -10.2% | -1.3% |
| YTD | -10.4% | +50.5% | -60.9% | -19.6% |
| 1Y | -3.0% | +38.6% | -41.6% | -11.5% |
| 3Y | +120.3% | -1.2% | +121.5% | +113.8% |
| All | +45.2% | +114.4% | -69.1% | -3.5% |
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