+6.4%
OXY vs NSC
+332.1%
-325.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | +2.8% | -2.8% | +5.6% | +4.7% |
| 30D | +5.5% | -4.5% | +10.0% | +8.4% |
| 3M | +11.3% | +3.5% | +7.8% | +8.0% |
| 6M | +11.6% | +8.5% | +3.1% | +3.6% |
| YTD | +51.6% | +12.3% | +39.2% | +37.1% |
| 1Y | +36.2% | +18.9% | +17.3% | +18.3% |
| 3Y | +1.7% | +74.1% | -72.4% | -36.6% |
| 5Y | +164.5% | +43.9% | +120.6% | +83.9% |
| All | +6.4% | +332.1% | -325.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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