+1,259.6%
OXY vs NTAP
+23,420.6%
-22,161.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +11.6% | -0.5% | +12.1% | +11.6% |
| 3M | +2.8% | +4.1% | -1.3% | +1.9% |
| 6M | +13.0% | +88.0% | -74.9% | +2.2% |
| YTD | +47.4% | +75.6% | -28.2% | +34.3% |
| 1Y | +31.5% | +58.9% | -27.4% | +21.4% |
| 3Y | -1.9% | +153.6% | -155.5% | -16.4% |
| 5Y | +148.0% | +127.6% | +20.3% | +113.9% |
| 10Y | +2.3% | +580.4% | -578.1% | -22.1% |
| All | +1,259.6% | +23,420.6% | -22,161.0% | +622.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling