+1,347.0%
OXY vs NOC
+16,574.2%
-15,227.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -0.5% | -2.7% | +2.2% | +0.4% |
| 30D | +8.5% | -8.9% | +17.3% | +11.9% |
| 3M | +6.0% | -3.7% | +9.7% | +6.9% |
| 6M | +13.0% | -30.8% | +43.8% | +27.1% |
| YTD | +48.9% | -7.9% | +56.8% | +51.3% |
| 1Y | +36.4% | -9.4% | +45.8% | +39.2% |
| 3Y | -2.3% | +29.0% | -31.3% | -13.9% |
| 5Y | +160.6% | +56.1% | +104.6% | +113.1% |
| 10Y | +2.0% | +186.3% | -184.3% | -31.0% |
| All | +1,347.0% | +16,574.2% | -15,227.1% | +374.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling