+2.4%
OXY vs NTR
+98.7%
-96.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +2.0% |
| 7D | +1.4% | -2.5% | +3.8% | +3.1% |
| 30D | +4.0% | +17.0% | -13.0% | -7.3% |
| 3M | +7.6% | +22.2% | -14.6% | -7.3% |
| 6M | +16.2% | +5.2% | +11.0% | +10.7% |
| YTD | +50.8% | +29.7% | +21.2% | +22.9% |
| 1Y | +34.7% | +39.4% | -4.7% | +2.7% |
| 3Y | -1.0% | +38.2% | -39.2% | -27.7% |
| 5Y | +163.2% | +47.6% | +115.6% | +50.2% |
| All | +2.4% | +98.7% | -96.3% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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