+705.7%
OXY vs NDAQ
+2,193.0%
-1,487.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | +2.8% | -5.6% | +8.4% | +4.7% |
| 30D | +5.5% | -4.4% | +9.8% | +6.9% |
| 3M | +11.3% | +5.9% | +5.4% | +8.6% |
| 6M | +11.6% | +7.7% | +3.9% | +7.8% |
| YTD | +51.6% | -5.2% | +56.7% | +51.8% |
| 1Y | +36.2% | -3.4% | +39.6% | +35.3% |
| 3Y | +1.7% | +85.6% | -83.9% | -19.5% |
| 5Y | +164.5% | +49.5% | +115.0% | +121.4% |
| 10Y | +6.1% | +366.4% | -360.3% | -38.1% |
| All | +705.7% | +2,193.0% | -1,487.3% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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