+1,362.5%
OXY vs NSC
+5,636.1%
-4,273.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | +0.6% | -2.0% | +2.7% | +1.5% |
| 30D | +4.5% | -3.2% | +7.7% | +5.8% |
| 3M | +8.9% | +3.9% | +5.0% | +6.7% |
| 6M | +12.5% | +7.8% | +4.7% | +7.7% |
| YTD | +50.5% | +13.4% | +37.1% | +40.8% |
| 1Y | +38.6% | +20.3% | +18.3% | +26.3% |
| 3Y | -1.2% | +76.1% | -77.3% | -25.4% |
| 5Y | +161.6% | +45.0% | +116.6% | +113.1% |
| 10Y | +5.3% | +335.7% | -330.4% | -41.1% |
| All | +1,362.5% | +5,636.1% | -4,273.6% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling