+2.9%
OXY vs NXT
+171.8%
-168.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.2% |
| 7D | +0.6% | -0.2% | +0.9% | +0.6% |
| 30D | +4.5% | -20.0% | +24.5% | +5.3% |
| 3M | +8.9% | -30.9% | +39.8% | +10.2% |
| 6M | +12.5% | -23.8% | +36.3% | +12.2% |
| YTD | +50.5% | -5.4% | +55.9% | +46.9% |
| 1Y | +38.6% | +28.0% | +10.6% | +30.7% |
| 3Y | -1.2% | +93.3% | -94.6% | -12.7% |
| All | +2.9% | +171.8% | -168.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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