+31.5%
OXY vs NTRS
+47.2%
-15.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +1.6% | +0.4% | +1.2% | +1.7% |
| 30D | +11.6% | +1.7% | +9.9% | +11.9% |
| 3M | +2.8% | +8.9% | -6.0% | +3.9% |
| 6M | +13.0% | +30.6% | -17.5% | +16.9% |
| YTD | +47.4% | +38.7% | +8.7% | +51.2% |
| 1Y | +31.5% | +48.1% | -16.6% | +34.8% |
| All | +31.5% | +47.2% | -15.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling