+98.0%
OXY vs NVTS
-16.8%
+114.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.4% |
| 7D | +2.8% | -1.4% | +4.3% | +2.9% |
| 30D | +5.5% | -16.5% | +22.0% | +5.9% |
| 3M | +11.3% | -47.6% | +58.9% | +12.8% |
| 6M | +11.6% | +7.3% | +4.3% | +10.0% |
| YTD | +51.6% | +62.9% | -11.3% | +46.9% |
| 1Y | +36.2% | +91.3% | -55.1% | +30.3% |
| 3Y | +1.7% | +43.4% | -41.7% | -3.9% |
| All | +98.0% | -16.8% | +114.8% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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