+163.2%
OXY vs NOC
+57.3%
+105.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | +1.4% | -1.8% | +3.1% | +1.9% |
| 30D | +4.0% | -9.4% | +13.5% | +7.2% |
| 3M | +7.6% | -3.8% | +11.4% | +8.6% |
| 6M | +16.2% | -28.8% | +45.0% | +29.4% |
| YTD | +50.8% | -7.9% | +58.7% | +52.6% |
| 1Y | +34.7% | -9.0% | +43.7% | +36.8% |
| 3Y | -1.0% | +29.1% | -30.1% | -16.1% |
| 5Y | +163.2% | +58.9% | +104.2% | +74.3% |
| All | +163.2% | +57.3% | +105.9% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling