+147.9%
OXY vs NI
+96.9%
+51.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +5.5% | -1.4% | +6.8% | +5.8% |
| 3M | +11.3% | -10.6% | +21.9% | +14.6% |
| 6M | +11.6% | -9.3% | +20.9% | +14.2% |
| YTD | +51.6% | +1.1% | +50.4% | +50.0% |
| 1Y | +36.2% | +3.4% | +32.8% | +33.8% |
| 3Y | +1.7% | +67.9% | -66.2% | -16.6% |
| All | +147.9% | +96.9% | +51.0% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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