+1.7%
OXY vs NTAP
+165.5%
-163.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.0% | -0.9% |
| 7D | +2.8% | +7.4% | -4.5% | +1.6% |
| 30D | +5.5% | -1.4% | +6.8% | +5.6% |
| 3M | +11.3% | +24.6% | -13.3% | +7.0% |
| 6M | +11.6% | +105.9% | -94.3% | -4.0% |
| YTD | +51.6% | +88.5% | -37.0% | +32.7% |
| 1Y | +36.2% | +62.1% | -25.9% | +23.2% |
| 3Y | +1.7% | +169.1% | -167.3% | -19.5% |
| All | +1.7% | +165.5% | -163.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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