+6.4%
OXY vs NRG
+1,083.9%
-1,077.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | +2.8% | -4.7% | +7.5% | +4.3% |
| 30D | +5.5% | -6.0% | +11.4% | +7.0% |
| 3M | +11.3% | -8.0% | +19.3% | +12.0% |
| 6M | +11.6% | -23.2% | +34.8% | +17.0% |
| YTD | +51.6% | -28.1% | +79.6% | +61.0% |
| 1Y | +36.2% | -27.3% | +63.5% | +42.1% |
| 3Y | +1.7% | +208.7% | -206.9% | -48.2% |
| 5Y | +164.5% | +197.7% | -33.2% | +32.5% |
| All | +6.4% | +1,083.9% | -1,077.5% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling