+1.7%
OXY vs NOC
+28.9%
-27.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | +0.8% | +2.1% | +2.7% |
| 30D | +5.5% | -9.7% | +15.1% | +7.0% |
| 3M | +11.3% | -5.6% | +17.0% | +12.1% |
| 6M | +11.6% | -28.6% | +40.2% | +18.2% |
| YTD | +51.6% | -7.9% | +59.4% | +52.8% |
| 1Y | +36.2% | -9.5% | +45.7% | +37.8% |
| 3Y | +1.7% | +28.4% | -26.7% | -7.1% |
| All | +1.7% | +28.9% | -27.2% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling