+147.9%
OXY vs NVT
+419.5%
-271.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.2% | -0.4% |
| 7D | +2.8% | +4.1% | -1.2% | +2.0% |
| 30D | +5.5% | -5.1% | +10.6% | +6.3% |
| 3M | +11.3% | -1.2% | +12.5% | +10.7% |
| 6M | +11.6% | +46.6% | -35.0% | -0.3% |
| YTD | +51.6% | +60.0% | -8.4% | +31.5% |
| 1Y | +36.2% | +70.8% | -34.6% | +14.8% |
| 3Y | +1.7% | +187.5% | -185.8% | -33.0% |
| All | +147.9% | +419.5% | -271.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 5y: compounded portfolio wealth divided by compounded NVT 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…
5y analysis · Full analysis span regression · 6 months rolling