-3.4%
OXY vs NVT
+712.1%
-715.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.3% |
| 7D | +0.6% | +7.0% | -6.4% | -2.9% |
| 30D | +4.5% | -2.3% | +6.9% | +5.0% |
| 3M | +8.9% | -3.1% | +12.0% | +7.3% |
| 6M | +12.5% | +47.0% | -34.6% | -15.2% |
| YTD | +50.5% | +56.2% | -5.7% | +8.0% |
| 1Y | +38.6% | +74.5% | -35.9% | -9.1% |
| 3Y | -1.2% | +184.0% | -185.3% | -59.3% |
| 5Y | +161.6% | +410.8% | -249.1% | -37.7% |
| All | -3.4% | +712.1% | -715.6% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling