+1.2%
OXY vs NSC
+75.0%
-73.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | +4.0% | -3.4% | +7.4% | +4.9% |
| 3M | +7.6% | +5.1% | +2.5% | +5.7% |
| 6M | +16.2% | +9.2% | +7.0% | +12.1% |
| YTD | +50.8% | +13.4% | +37.4% | +43.3% |
| 1Y | +34.7% | +20.8% | +13.9% | +25.1% |
| All | +1.2% | +75.0% | -73.8% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling