+1,373.1%
OXY vs NTRS
+7,800.3%
-6,427.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +2.8% | +1.4% | +1.5% | +2.3% |
| 30D | +5.5% | -0.7% | +6.1% | +5.6% |
| 3M | +11.3% | +11.3% | 0.0% | +6.1% |
| 6M | +11.6% | +35.5% | -23.9% | -2.6% |
| YTD | +51.6% | +40.6% | +11.0% | +29.5% |
| 1Y | +36.2% | +49.2% | -13.0% | +13.2% |
| 3Y | +1.7% | +167.2% | -165.5% | -35.3% |
| 5Y | +164.5% | +94.9% | +69.5% | +86.3% |
| 10Y | +6.1% | +259.5% | -253.4% | -37.1% |
| All | +1,373.1% | +7,800.3% | -6,427.3% | +370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling